Customers of MSN Music US won't be able to use bought tracks with the Microsoft Zune music player.
MSN Music will cease to exist in the US from 14 November - the date the Zune goes on sale there.
It's unclear what will become of MSN Music UK - with a UK Zune release looking increasingly unlikely altogether.
Microsoft has said it will stop selling music from 14 November, when the Zune goes on sale in the US.
The idea is sure to annoy potential Zune purchasers as well as other player manufacturers. Microsoft previously made a lot of its Plays for Sure initiative, which other manufacturers such as Creative and Archos followed but which Microsoft's own Zune has not.
Napster, AOL Music Now and Urge also backed Plays for Sure.
Microsoft said that the Zune was "a separate offering that is not part of the Plays for Sure ecosystem".