Trojans have already surfaced, exploiting the rootkit from Sony BMG, and can possibly allow hackers to gain control of your system.
The Microsoft move comes 24 hours after Sony announced it would stop production of music CDs that use the XCP technology and re-examine its DRM initiative to make sure it has balanced ease of use for consumers with security.
I think this is one of those rare times when everyone is united in saying, "way to go, Microsoft!"
Further reading:
Microsoft to Zap Sony DRM ‘Rootkit’
Sony’s Uninstaller Is Worse than Its DRM