Songs in the song list that are protected by Digital Rights Management (DRM) are highlighted with a lock icon. TouchCopy will still copy and transfer these files but you can only play them if you have the correct rights to do so. These are songs that you will have purchased on the iTunes music store.
Please ensure your computer is authorized with your iTunes music store account before transfering your music back into your iPod.
In iTunes select Store->Authorize Computer... from the menu. Sometimes, iTunes get confused. So if the Menu only displays "Deauthorize Computer" select that. Then select "Authorize Computer".