This is probably the very reason they didn't pursue legal action against Apple. If they had they would have been obligated to treat Microsoft the same way. I think governments don't want to admit that Microsoft has grown too large to control. The debacle of the U.S. antitrust trial and the E.U. continuously faltering hold Microsoft to the terms of their antitrust trail shows this. Any place they have been found guilty the sentence/reparations are so low its not even a punishment. Microsoft needs to be broken up AT&T-style, but no one has the guts to do it because they're afraid of the effect it would have on the economy.
Seems to be a lot of people passing comment and judgement on the EU without really knowing what they are talking about - the above being a good example. The EU isn't in the slightest bit worried by a company the size of Microsoft.
The EU fined Microsoft $613 Million in 2004 and $357 Million in 2006. They are now threatening them with daily fines of $4 Million back dated to July 2006 and an additional fine of $100 Million for the first six months of 2006. OK, its not a massive amount of money for Microsoft but it is still a pretty big sum.
Others seem to think its just Apple being picked on, when in reality the DRM / MP3 subject is just one of a number of issues raised by the EU on a regular basis. At the moment its the mobile phone companies that are being hit, they've been told to reduce roaming call charges or the EU will enforce reductions. They've also been given a few months to come up with a standard for tv on mobiles or the EU will do it for them.
They also picked on Bananas a few years ago, with a directive stating how straight / bent they should be. And no, that isn't a joke.
The removal of DRM would be good for most people, especially consumers. By raising the question the EU have got the music industry and everyone else talking about it. Maybe one day the EU will force them to remove DRM but that won't happen soon and most likely is the music industry sorting it out themselves first.