Ok I have had one comment asking me about this and I responded but it’s worth its own entry so that I don’t have to repeat myself:

Even though Rhapsody is a UPnP Server, they actually use a DRM on top of it. A secure protocol must be established between a device that wants to stream from Rhapsody and Rhapsody for it to let it stream the content. The content is encrypted when it is being streamed to the device and only the device can understand how to decrypt it. A similar but different method is used by Windows Media Connect to stream protected content to ‘compatible’ devices. (A similar method is also used by iTunes and the airport express although this has been hacked).
XBMC cannot and will most likely never (legally) stream Rhapsody content, Windows Media protected content or any Premium content acquired on a Music store for that matter. The reason is that being open source, it cannot meet the robustness requirements imposed on device manufacturers by the Rhapsody service or the WMDRM-ND spec (which is what WMC implements to let you stream to compatble devices content acquired on other stores like Yahoo or Napster).
Sorry.

ps. On the flip side, if you wish to use Platinum in your device and wish to support Rhapsody, this is totally possible (and already supported) if you wish to get a commercial license for Platinum. I released it under a dual license (GPL for open source projects and Commercial for closed source projects). Please contact me directly here for more info.