I have been an eMusic subscriber for quite a while, before DRM-free music was cool. It’s always been a bit clunky when purchasing music, you download some weird XML file that is supposed to be handled by their download manager which is a full-blown app. I always ended up downloading the file to my desktop, running a Python script called dromanova.py which would download the MP3s to ~/media, and then import them manually into Banshee.
No more!