It's no major issue. Many people downld mp4's & m4a files, then use their cd burner program to burn as an audio cd, not as an mp3 disk. The burner program will convert them if you have a reasonable burner program such as nero or roxio or many others. See Burning an audio CD from your MP3's which is a Sticky sitting at the top of this section. Please in future check all the stickies to see if your question has already been answered. And also learn to use the search button above this post.

If you want to specifically downld aiff, wav, apple lossless, ape, etc. then put their extension at the end of your search title in LW. eg: The blues - wav

But many fewer people share these files because they take much longer to downld.

You don't want to pay? Hope you're not a freeloader also (a person who doesn't share.)