If Palm's developers had bothered...
... to get off their arses and *think* for a few moments, they'd have realised the best solution would have been to build their own iTunes-like app, with links directly to *Amazon's* websites. Perhaps adding links to Spotify so their customers could hear a song all the way through, instead of getting just a random 30-second 'bite' of it.
(Windows Media Player even had a 'plug-in' approach to digital download stores, accessible from within its UI. I think it's still there, though I can't confirm this without rebooting my machine.)
But no. Instead, Palm decided to drop the ball and assume that their design duties began and ended with the Pre itself. Which is why both they—and it—will fail. Design begins with the user and ends in the deepest innards of the device. If that device needs to communicate through *another* device at any point, that process *also* needs to be fully and correctly designed.
Apple gets this. That's *why* they only support their *own* kit, running their *own* software, with only a few exceptions. (Their Windows apps exist at least in part to ensure a consistent user experience for those who have to use Windows in Boot Camp or on a VM.)
Microsoft also gets this, though they've been hamstrung by their legacy of being primarily a software tools company. Their XBox consoles are an example of how this approach to design can be made to work successfully. The XBox360 has trounced Sony's PS3 on all fronts by getting *all* its design spot on.
(Incidentally, MS are a development tools company, not an OS company. Windows is mainly just a convenient bundle of technologies and APIs for their massive community of developers to target. Visual Studio is Microsoft's flagship product, not Windows, whatever their marketing people may imply.)
Oh, and those of you bandying around words like "Monopoly" and "Restrictive practices", please stop. Just... stop. You're wrong. On oh, so many levels. The iTunes store has plenty of rivals now. That those rivals suck at design is hardly Apple's fault.