Help me - am I stupid

I think the OP is asking, What is a DSD download, and how  come my CDP/DAC can’t handle it?
  First and foremost, don’t worry as there are not many DSD downloads available.  Steve is reassuring you that there is still plenty of high resolution music available to download and suggesting one well regarded site to obtain it.
  A digital waveform can be decoded in one of two ways: PCM, or Pulse Code Modulation, or Direct Stream Digital— DSD.  There are many people here better qualified than me to explain the differences, so either wait for them to show up here or do a search.  As I understand it, DSD samples 1 bit of data, something like 2.6 million times.  The much more commonly used PCM samples a “pulse” of bits, varying between 14 and 32 bits in length (most commonly 16, the ‘Redbook’ CD standard).
  DSD is used in SACD and some downloads.  Some audiophiles including yours truly greatly prefer it to PCM, but do to liscensing issues with Sony, the inventors of DSD, it isn’t widely used.  Meanwhile, high Resolution PCM, such as the ones referenced by Steve, sound pretty damn good

I concur with most of the above, except for the DSD comments.  Being recorded is DSD is no guarantee of sonic excellence, but I have many DSD recordings that are true musician in the room variety, and if you are coming from a strictly analog world you may wish to investigate them as many have called DSD “analogue like” whatever that means