DRM is terrible for many reasons, one of which is that it puts control of the hardware in the DRM authors' or licensors' hands. I imagine Hanlin is not big enough or rich enough to negotiate with Amazon to include DRM decoding on their device. This is much the way Creative can't get protected Apple AAC files to play on their devices - it's not from lack of wanting, trust me. Likewise, it's not Hanlin's fault that Amazon's DRM doesn't work with their system - I'm sure that, given the chance, they would implement it.
Of course, this doesn't help you, the hapless ebook consumer. But refusing to support places that use DRM (or at least, proprietary DRM) is the only way to possibly get them to change their evil ways. As a consumer, you don't *want* DRM on your books. Tell Amazon that in the only way they understand!
Personally, I will never buy a proprietary DRM product. I'll pirate them first. If they want my money, they can give me a format that's convenient for me, not convenient for them.