I agree with kjdavis4 and CHOOSE to think that the dealer was merely talking about the format of the files that the machine will read. There are many file conversion programs that convert formats really well now - including free ones - so that information is a little outdated. When purchasing it's always best to purchase in the .ART (dot art) format so that your machine can read the programs, although embroidery library lets you download any format once you've purchased which is really handy if you have 2 different brands of machine.
The other thing to watch is that the dimensions of the design will fit your hoop size. There's no point buying a 6x10 design if you only have a 5x7 or 4x4 inch hoop, unless you have software to split the design into different parts.
HTH - have fun looking! Also try
www.oregonpatchworks.com and
www.secretsofembroidery.com for a large variety of digitisers in a mall setup where you put all the things you want in your basket and then only pay once at the end.
I can waste hours there, pouring over the designs!