Replying to Socy ACID quick question(s)!

It seems that when I'm opening files on sony acid (and not saving them) they turn into some weird format that can't be opened in windows media player.

1- how do i keep this from happening?
2- can i convert them back to mp3 using acid? and if so will i loose sound quality?
3- if i convert them to mp3 with a converter will i loose sound quality?
4- should i just re-download the songs?
5- will the Zune software be able to play these .sfk files?

10 karma to anyone who tries to help.