This means that Free Mp3 Downloads doesn't let you download or listen to anything from artists like Lady Gaga, Metallica, or Die Antwoord. Instead, you'll find ... well, other free music. Music you may not have been looking for in the first place.
Free Mp3 Download is an application that does exactly what its name suggests: lets you download music in MP3 format for free. That said, what music? That's another can of worms.