What is MP3?

MP3 is the prefered method for music downloads.

MP3 is a file format on which music is created for CD downloads which can be played either, on a computer or an MP3 player (like the one on your cell phone.)

Your computer uses pre-installed software called a media player to play the MP3 songs on the CD download. If you have a Windows based PC for example (Windows XP, Vista etc.) when you click on the download - Windows Media Player will open and automatically start playing the songs.

So, you're safe to download the music in MP3 format. It will be of good sound quality.

More commonly referred to as MP3, is a patented digital audio encoding format using a form of lossy data compression. It is a common audio format for consumer audio storage, as well as a de facto standard of digital audio compression for the transfer and playback of music on digital audio players. MP3 is an audio-specific format that was designed by the Moving Picture Experts Group as part of its MPEG-1 standard.
The use in MP3 of a lossy compression algorithm is designed to greatly reduce the amount of data required to represent the audio recording and still sound like a faithful reproduction of the original uncompressed audio for most listeners. An MP3 file that is created using the setting of 128 kbit/s will result in a file that is about 11 times smaller[note 1] than the CD file created from the original audio source. An MP3 file can also be constructed at higher or lower bit rates, with higher or lower resulting quality.
The compression works by reducing accuracy of certain parts of sound that are deemed beyond the auditory resolution ability of most people. This method is commonly referred to as perceptual coding.[5] It uses psychoacoustic models to discard or reduce precision of components less audible to human hearing, and then records the remaining information in an efficient manner.

MP3 is a file format that is most commonly available nowadays, so if ever you need to download a song even a classic one, you'll be having easier time looking for one.

MP3 is just an audio format any new cd player will play an mp3, no worries...

I'm not sure what you're saying about a cd. If all you need to do is play MP3 files, Windows Media Player can do that. Downloads are usually step-by-step, just pick Run for most of them, and they will install through what is called a Wizard (just a program that installs them, and gives you choices, which is the only confusing thing, but you just go through it best you can). Hope this helps, not really sure what you're trying to do or need.