I do it all the time. If I buy something while at work, I just log in to my home computer and drag the files to my mp3 folder on the home machine. When I get home I have to remember to add them to iTunes, but they play fine.
Actually, Podworks is the best way around this if you've got an iPod. Buy song at work, copy to iPod, go home, copy song from iPod. I think it's 5 or 7 dollar shareware.
CV