ITunes DRM files include AAC, M4V and M4P. If you don't remove itunes DRM it’s impossible to play them on any Apple incompatible devices, like Zune, Creative Zen, PSP, mobile Phone, etc. This turns out really bad if you want to buy a new mp3 player which is not manufactured by Apple.

So, The way not to delete itunes DRM files, you could try some methods or programs that remove DRM off of the iTunes files. Please note that using programs might be illegal in the country where you are...