Converting Formats
 

I tried to transfer various classical and popular and jazz pieces to my MP4 player, but discovered their formats: FLAC Audio (.flac) were not compatible.
Should I go back and try to locate pieces in MP3 formats or is there some program I can download to transfer the pieces?

dbpoweramp converts pretty much everything into everything.

Converting flac to mp3 is something several programs can do for you. Go with grindy's suggestion or just try a google search of something like "convert flac to mp3". I'm sure something will come up.

For the record, FLAC is a lossless format with higher quality audio than MP3 so as a source for creating MP3s, it's generally fine (converting formats can only decrease quality).

You can do it online if you want...
Online Audio Converter (MP3, WAV, Ogg, WMA, M4A, AAC) – media.io

Whenever I need to convert a file I just google it and take the first one I see.

I actually use foobar2000 along with the Lame MP3 encoder to do this. I also use it to play and tag MP3s. I use a portable install of foobar and keep it on my dropbox as part of my collection of portable apps that I have available from most computers.

It's very handy and neat, but needs a bit of setting up.