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Perhaps you can confirm some details of that Amazon Downloader. According to Amazon, you may use it for individual tracks, but you must use it for albums.
Since the downloader is limited to Mac, and Windows XP/Vista, does this mean that anyone running an older version of Windows or any other OS can't buy albums? For the record there are many MP3 players which simply connect as a USB mass storage device - supported by Linux. Even the iPod can be convinced to work with older versions of Windows, although you have to give up on iTunes.
Insisting on Windows or Mac in order to buy albums seems a little at odds with the idea of an MP3 music store.