It gets really annoying, and so many of these people who use Flash for everything have no clue how to design a user interface. Take Junkyard Groove's latest album on gimmesound.com for instance: It won't show up unless you have Flash Player installed and even then you have to download each song individually. As a contrast, take my favourite site to get music from, Amie Street. You can download any of the songs without Flash Player, though you need it installed to preview. In addition, you can just check off all the songs you want to buy (or download for free) and have them placed in a single archive for you to download immediately. Perfect!
And to make it even better, Amie Street allows you to preview songs even without Flash. Awesome.