Digital Downloads

I bought some CD's from mail order today(not going to say which ones!) and I got this wonderful thing called a "Digital Download". I really couldn't understand why I got this for free if I got a CD that I could just download on my computer. I accidentally clicked the link twice, so I'm just going to have to wait for the other CD to come by snail mail. Anyway, I'll have my CD's in 2-4 days, and when I'll get them, I'll post another review!