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If you have a file with the extension .OGG, then you have OGG Vorbis audio. Ogg Vorbis is a completely open, patent-free, professional audio encoding and streaming technology with all the benefits of Open Source. Since it is patent-free and Open Source, it stands out when put against MP3 and other formats.
To read a complete article on how to play OGG files in a variety of media players and systems, please check out our How to play OGG files article.
To play Ogg files, I recommend the use of Foobar 2000, an excellent software audio player that supports many formats.
Download Foobar2000 from: http://www.afterdawn.com/software/audio_software/audio_players/foobar2000.cfm
If you need to burn Ogg Vorbis audio as an audio CD, then you can do so with Nero Burning Rom if you download a plugin here.