I can't speak for Napster, but the way iTunes Music Store does it is this:
Each file downloaded is a special type of standard music file, where it is locked to certain things. For example, if I were to send my music files that I bought (Via the internet) to a buddy, then would not be able to play it because it is "locked"
That may have something to do with it.
I personally have never added my own music, I like the Sims's taste