How Can You Tell If A Movie Your Recording Is Protected Or Not?

Right click the movie file => check "property" of the pop-up menu => there you'll find the detailed info you want to know.

Generally movies downloaded from online stores are all DRM (digital rights management) protected.

For example: ITunes movie is protected .m4v; movie downloaded from Windows Media Center, Blockbuster, Zune Marketplace, CinemaNow etc are protected .wmv

Check this tutorial How to remove protection  from iTunes movie and DRM wmv