If you have a firewall on your system that allows you to control outbound (not just inbound) traffic, then you could just shut that port down I suppose. But is does seem like a pretty weak way to implement copyright protection.
Speaking of which, I bought a CD the other day and it had copyprotection on it. I was going to return it, but the CD store wouldn't take back my opened CD. So I wrote the CD manufacturers, and they said to copy the CD to my harddrive with licensing using Windows Media Player (.wma). Then use Media Player to burn a CD. Then used the burned CD to import as MP3s via iTunes. What a crackerjack solution.