Sony could be in trouble over this one. Evidently a Digital Rights Management feature in a Sony CD installed a rootkit according to this security blogger.
As Bruce S. points out Sony could be in a lot of trouble in the UK because their EULA does not mention any install. At least 10 states in the US may have cause to go after Sony as well.
Just reading the description of the tools used to root out this software leaves me wondering how a system as bizarely complicated as Windows ever came to be.