Burning cds and transfering to usb stick

Must music downloaded from the net be converted to a specific format in order to burn a cd or transfer to a usb stick and be played either in a car or PC that doesn't have Itunes installed?
There are so many formats out there that I am a bit confused with the following audio files; AAC, Apple Lossless, MPeg.
Thanks in advance for any help that can be provided.

Bob Mardyl wrote:
Must music downloaded from the net be converted to a specific format in order to burn a cd or transfer to a usb stick and be played either in a car or PC that doesn't have Itunes installed?
iTunes will use WAV. AIFF, MP3, AAC or Apple Lossless to burn an audioCD.
If you want to transfer to a usb stick, make sure the format of the file can be played on what you are going to play it on.

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