I'm new to all of this, in past downloading experiences I've downloaded wav, I dont have an mp3 player. When I search, my results/music is only in mp3 so I can't play anything thats downloaded. Does this make sense to anyone? How can I change this?

WAV is an uncompressed audio format. Whereas mp3 is a highly compressed format using lossy technology. There's many, many more people out there sharing mp3's than wav. That's due to the file size factor & time it would take to downld a single song file. If you want lossless files, then you could try for compressed lossless formats such as flac or apple lossless (m4a above 320 kbps), or monkey lossless (APE). These are about 50-60% of the size of wav on average.

However, if it doesn't bother you, then get a player that can play mp3's. Here's some popular ones:
1. dBpowerAMP, - 2. WinAmp, - 3. Quintessential (QCD), - 4. iTunes
* Good tagging tools: http://massid3lib.sourceforge.net/

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