Why is bittorrent the only way to download files? Why can't I download mp3s directly?

Bandwidth. Bandwidth. Bandwidth.  Bittorrent is THE only standard for properly utilizing bandwidth across the net.  It allows sites and visitors to distribute their resources appropriately across everyone's connection.  Most importantly, it keeps the site open and free.
Visit the official bittorrent site for more information.  Additionally, search google for a myriad of bittorent clients available for free on most operating systems.