When choosing the type of file you should consider the size of the file, speed of connection that you have and the final sound quality that you want. The biggest file sounds the best and is also the most expensive so it should be easy for you to decide.
If you have a dial up connection and want to purchase a download you should select an MP3 download. This is a compressed music file that has been squeezed to be as small as possible whilst still sounding OK. Many download sites go too far when compressing the music and the resulting sound quality is poorer than Linn would want you to experience. We compress the music only as much as is required to make the music file small enough to download over a dial up connection in a reasonable time. The result is a good sounding file.
If you have a fast broadband connection you can choose a superior quality download - CD quality or Studio Master quality.