In the iOS 5 Music App, some songs have a circle with small square beside them
i just had the same problem. what i did was i downloaded other songs of the same artist and i deleted the whole music section of the artist. (i hope that makes sense) i have an ipad and it happened to some of my taylor swift songs so i redownloaded all my other taylor swift songs and i went to the artist section in the music library on my ipad and i deleted taylor swift and the songs with the grey circle disappeared. i hope this helped!