Proprietary music files

So, I'm going to whine. I spent all day searching the internet to find a website where you can just go and purchase the songs you want without having to download some other software. I already have Music Match but for some reason, it won't allow me to go to the Store function--I don't know if I have to upgrade to Plus first? Anyway, had it worked, that would have been the easiest. I also have iTunes installed but it's completely useless unless you have an iPod and aren't wanting to burn the files to disc--I haven't mastered the whole mp4 to mp3 conversion. So, I checked out Yahoo, Virgin Digital, and others and the all required additional software. Finally, I happened on Buy.com. It says that the songs are mp3s, but they are really wma's. Fortunately, I have Windows Media Player, but I never use it (it's a pain).

Why can't everyone just use the same freaking thing? Is the whole object that we'll just get frustrated and go buy the silly compact disc?