Yes, you can use them in any MP3 player. We use a patent pending conversion process for our MP3s that keep the binaural effects in tact. They will work fine with any MP3 hardware or software.
The MP3s/CDs containt ambient backdrops in addition to the carrier and binaural tones. The sequences for our computer software is just the binaurals and carrier, no ambient backdrops, and typically shorter. There is no answer to "which one is better". You have to try both and see which you like better.