Windows 10 doesn't support SecuROM and SafeDisc DRM software, used in a number of older games from the 2000s. Both DRM methods hook into the operating system at a low level, and Microsoft has opted to remove support for them due to security concerns. Affected games include but are not limited to Grand Theft Auto 3, Microsoft Flight Simulator 2004, The Sims, BioShock, Mass Effect, and Spore.
The issue was spotted by a user on Microsoft's forums, who found himself unable to play some older games. Both pieces of DRM are no longer maintained, meaning that any vulnerabilities could be easily exploited given the way they hook into the operating system. SafeDisc, for example, tries to load the SECDRV.SYS driver with system-level permissions, and it was found to be insecure back in the day.
Microsoft's Boris Schneider-Johne talked about this issue (German video) during the Gamescom conference, noting the company's security concerns. He suggests that users install no-CD patches or hit up services like GOG, which carry DRM-free versions of older titles. (Hat tip to RockPaperShotgun for their transcript of the video.)
A Microsoft forums user named "Adam Bise" also posted a relatively simple workaround for the issue which involves disabling Windows' driver signature checks and forcing it to load the DRM drivers—although we would never recommend compromising your system's security in this way. Caveat player.