After some frustration with a file sent to me by a friend on a PC, I discovered that iTunes natively supports MP3s that have been 'wrapped' up using AlbumWrap, whereas Windows Media Player dosn't have a clue what to do.
AlbumWrap itself is a new one to me, but because it still has a .mp3 suffix, it can confuse some players.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20020813101049735