A clarification of what I mean by "format".
When you take a song from a CD and "convert" it from CD to a file, that file has to be setup a special way. This is what we call the "format".
There are lots of different formats for song files. The MP3 format was designed many years ago, and is the most common, but not the best by any means. AC3 and WMA are other examples. The format is determined when te hsong is changed from a CD to a file... but can also be converted later too (you just lose a little quality).
The point of this is just that if your player can understand multiple formats, then you have more options for songs you can listen to, and how much space they will take up. A tune in WMA format will take up about 30% less space than an MP3 format file of the same sound quality. Thus, you can fit more WMA files on a player than MP3. make sense?