Imagine if English was proprietary: someone owned the language, but graciously allowed its speakers to use it for a fee. The one day, the license owner forbade certain speakers from continuing in English.
If someone else owns the format in which you store or compress data, you don't really own and can't control your data -- or thus what you say. That's most of what's behind the wide campaign for open data formats.
Now, I'm less concerned about a conspiratorial clampdown on speech than the erosion of support for the formats people already use. Microsoft Word formats are notorious for both.
For text, spreadsheets and other office-like documents there's the Open Document format you can us. The OpenOffice.org office suite -- which I've used for years -- and Google Docs support these.
The Rev. Andii Bowsher (Nouslife) points to the Free Software Foundation's helpful page for installing an audio application that uses the open Ogg Vorbis audio codec, with some more detail about it. If you ever want to listen to an audio clip in Wikipedia, you will need to do this.