Amazon, iTunes - Possibly stupid question.

Okay, so I hope this is a good place for this question. Now - I've never downloaded music from Amazon or iTunes before. I've always been a CD person. However - I've come across a band that I adore, but which only has downloadable music and no CDs. (Frantic Amber, if you're interested in metal. )

So, I want to buy the songs, naturally, but I'm a little curious about something which might be a dumb question.

With Amazon and iTunes, if I download music from them, is it on my computer, or in some sort of cloud only accessible by using a program (such as iTunes) to listen to the music?

I very much want it to be ON my computer, so I can do whatever I like with it and to not be limited to a certain program. I'm pretty sure it will be - but I wasn't certain, so I thought I'd ask.

Thanks in advance.

Okay, thanks.

Hrmph. So I got a message from Amazon when I tried to download the mp3s, saying that the mp3 download service is only available in the US.

WTF? It's a digital file, mp3 is readable in every country, why can I not spend money on this?!

Guess I'll have to check if the songs are available on iTunes, though this will mean creating an account with iTunes... *sigh*

Will I have the same problem with iTunes, do you think? I had a look around the iTunes shop, and the album is there (more expensive than on Amazon, of course... Boo! Hiss!) but it asked me to create an Apple ID to be able to buy it, and I was too fed up to bother at that time.

So, I don't want to create an Apple ID if it turns out I still won't be able to download the music, y'know?

Yeah, but it's the principle of the thing. Besides, the more accounts I have, the more junk mail I get.

Eh, I'm just being stubborn.

Actually, I noticed a rep comment after posting in here, to the effect of possibly getting in contact with the band to find out if there's any way I can buy their music in Australia. Sounds like a decent plan to me.