A bit like when they investigated MS?

Nah, you're dead wrong - the single market concept is directly opposed to a per state pricing model. Of course Apple will act like the victim in this (it's good PR) but they've made good money out of it no doubt. I don't see why the EU can't take on the music industry - they've managed it with the car industry.
As for the DRM thing - well that's only come about because EMI need the cash, and Apple are being pressured by several member states by possible legal action over the iTunes-iPod lock-in.