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A Doi-Koppinen datum is a triple \\((A,C,H)\\), where \\(H\\) is a bialgebra over \\(k\\), \\(A\\) is a right \\(H\\)-comodule algebra and \\(C\\) is a right \\(H\\)-module coalgebra. A Doi-Koppinen Hopf module with respect to the Doi-Koppinen datum \\((A,C,H)\\) is a right \\(A\\)-module and a right \\(C\\)-comodule, such that the \\(A\\)-module structure map is \\(C\\)-colinear or, equivalently, the \\(C\\)-comodule structure map is \\(A\\)-linear. These notions have been introduced, independently by \\textit{Y. Doi} [in J. Algebra 153, No. 2, 373-385 (1992; Zbl 0782.16025)] and \\textit{M. Koppinen} [in J. Pure Appl. Algebra 104, No. 1, 61-80 (1995; Zbl 0838.16035)].   An entwining structure, as introduced by \\textit{T. Brzezi\u0144ski} [in J. Algebra 215, No. 1, 290-317 (1999; Zbl 0936.16030)], is a triple \\((A,C,\\psi)\\) for a certain map \\(\\psi\\colon C\\otimes A\\to A\\otimes C\\), and an entwined module with respect to the entwining structure is a right \\(A\\)-module and a right \\(C\\)-comodule, both structures satisfying a certain restriction with respect to \\(\\psi\\). Every Doi-Koppinen datum induces an entwining structure, in such a way that the entwined modules with respect to the resulting entwining structure are the Doi-Koppinen modules with respect to the original Doi-Koppinen datum.   It has been shown by \\textit{D. Tambara} [J. Fac. Sci., Univ. Tokyo, Sect. I A 37, No. 2, 425-456 (1990; Zbl 0717.16030)] that when the algebra \\(A\\) is finite dimensional, every entwining structure can be obtained from a Doi-Koppinen datum in the above fashion. This paper provides examples which show that this is not true in general, even when \\(C\\) is finite 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