Using iTunes On An Authorized PC

I purchased an album two nights ago. When I went to my library to look a the album, and the songs, one song had the little cloud icon next to it. It would not play that song. Got a message about needing to authorize "this computer to play that particular song". Fumbled around, clicked the cloud icon and some other clicks, now that song plays fine. Now I have another song out of this album that will not play. Get the "need to authorize this computer to play this song. I just bought it as an album, the other songs play...what gives here? Some items I read said things about "maybe I didn't purchase this song with the same account"..., that's bull. I bought the entire album on one account If you have any input it will be much appreciated. Thank you.

Ps. I loaded this album onto my iPod Nano, when I play the album, the problem song shows in the listing, but it skips right over it when the iPod gets to it.