While Apple defaults to M4A files, you can convert these. However, iTunes still allows you to download albums as a folder on your PC.
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Here's how to download the "Nellyville" album from popular streaming services: While Apple defaults to M4A files, you can convert these
For audiophiles seeking a "top" quality ZIP, Qobuz sells Nellyville in (lossless) format. While Apple defaults to M4A files