So far I've only read one account of this, but it seems a number of people are pointing at the news. The articles, "Sony's DRM now for Macs too" and "Sony Music CDs Contain Mac DRM Software Too" both point to this URL: http://www.macintouch.com/#tip.2005.11.10.sony, which has this to say:
"I was surprised to find a 'Start.app' Mac application in addition to the expected Windows-related files. Running this app brings up a long legal agreement, clicking Continue prompts you for your username/password (uh-oh!) and then promptly exits. Digging around a bit, I find that Start.app actually installs 2 files: PhoenixNub1.kext and PhoenixNub12.kext."
Those kext files are Kernel Extensions... and you do not need kernel extensions to play a music CD ;-) We'll have to wait until someone does some poking around to find out what exactly those extensions do... and if they're exploitable rootkits like Sony is using on Windows.
Way to treat your customers Sony!
Oh, I guess I should mention this too.. If you put a music CD into your Mac and it asks for an admin password -- cancel, and HIT THE EJECT BUTTON! Take the CD back where you bought it and ask for your money back.