A brief explanation for those not familiar with different audio file formats.
Most people are familiar with wav or mp3 files but not ogg. Wav is the raw audio data with no attempt to compress it at all. Wav files are of the highest quality but are huge, typically 10MB per minute! Mp3 files however are highly compressed using a method that 'loses' some of the information, but done in such a way that a listener shouldn't notice. Mp3 files are typically less than a tenth the size of the uncompressed ones they are taken from.
Ogg, or more correctly Ogg-Vorbis is also a compressed file format, but it has two significant advantages over mp3. The first is quality. An ogg will give much better results than an mp3 of similar compression, the difference being especially noticeable on music with a lot of treble content such as snare drums, cymbals etc.
The second advantage is with respect to patents. There are no patent rights held anywhere in the world on the Ogg-Vorbis file format, but there are patents associated with mp3 files. Currently nobody seems to be calling for royalties to be paid on these patents by users, but there is no certainty that this will always be the case. Cause for some concern is the number of quite surprising claims for royalties in recent years. However, payments are required from manufacturers of mp3 encoders. This can never be an issue for the ogg format.
There are free as well as commercial programs on the net for playing audio files and for converting them from one format to another. These are available for Linux, MacOS, RISC OS and Windows. However, although it is quite possible to convert from ogg to mp3 there will be some loss of quality. Also, if you convert the other way you still only have the mp3 quality. You can't put back what's been taken out!