downloading music and pdf files to 16GB memory card

I recently bought a 16GB SanDisk and tried to download some music files and books from the internet to the memory card.  I wasn’t sure to download them in AAC format or MP3 format; so I tried both.  When I place the card into my phone I am unable to view the files or listen to them because my phone gives an error message that states no application found.  What do I do?