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The CONNECT Music Store was Sony's music store built within the SonicStage music management application for Microsoft Windows-based personal computers. It was one of the world’s largest online music download stores with over 2.5 million tracks to preview and purchase, with over 10,000 new songs added every Tuesday. The CONNECT Music Store closed in North America and Europe on 31 March 2008, and the website has been unavailable from 1 March 2008.
However in late 2008, Sony launched a new online music store called "Bandit.fm" on a trial basis in Australia and New Zealand. Bandit.fm has been considerably more successful and although unconfirmed, it is widely expected that Sony will launch Bandit.fm globally in the medium-term future, pending the results of the Australian/New Zealand trial.
The SonicStage software transferred music tracks to Sony media devices like Network Walkman, CD Walkman, Hi-MD, PSP (via the Memory Stick), Clie handheld or VAIO computer, but did not transfer to non-Sony hardware. Although the CONNECT music store was available on the World Wide Web, music can only be accessed with CONNECT Player or SonicStage installed.
Sony Japan announced a total revision of the player software, now known simply as "CONNECT Player." It was expected to debut in the United States sometime in quarter one of 2006. However, its release in Japan and Europe in November 2005 led to thousands of complaints about the CONNECT Player's performance. Eventually Sony Europe advised its users in January 2006 to abandon CONNECT in favour of SonicStage.
On 25 May 2006, the CONNECT division released SonicStage CP 4.0, which is SonicStage with support for features like intelligent shuffle and Artist Link.
Sony CONNECT Video was a division within Sony CONNECT developing digital service platforms to enable distribution of next-generation entertainment to Sony devices.
One such digital service platform is a promotional video service accessible from the World Wide Web offering thousands of free video downloads. Users can download video content directly to their device wirelessly or by means of using the USB port and their computer.
CONNECT Sets 
One of the CONNECT Music Store’s exclusive features was CONNECT Sets, a series of intimate and often acoustic musical performances by a wide array of recording artists from popular to emerging. Over 350 live concert and in-studio sessions were produced by music producer Robert Shahnazarian (Feudal Productions).
Notable Artists Who Have Recorded CONNECT Sets: Angelique Kidjo, Augustana, All-American Rejects, All Time Low, Amber Pacific, Amos Lee, Anberlin, Andy Bell, Anna Nalick, Black Rebel Motorcycle Club, Brandi Carlile, Chris Tomlin, Copeland, Crosby and Nash, Dead City Sunday, The Derailers, DMC, Dredg, Earl Greyhound, Editors, Eisley, Flogging Molly, Giant Drag, Gogol Bordello, Hanson, Hawk Nelson, Hidden In Plain View, Hinder, Joe Nichols, John Legend, Joshua Bell, Kasabian, Keane, Kelly Clarkson, Lacuna Coil, Meg & Dia, McFly, Of Montreal, Phantom Planet, Rachael Yamagata, Red, Simon Dawes, Slum Village, Snow Patrol, Taylor Swift, Tegan and Sara, Tears for Fears, Ted Leo, Terron Brooks, Thavius Beck, The Decemberists, The Killers, The Oohlas, Toby Lightman, Train, Van Hunt, and We Are Scientists.
Files downloaded from the CONNECT Music Store are encrypted using Sony's Digital Rights Management, in the OpenMG (*.omg & *.oma) file format. Audio content is encrypted using an OpenMG compliant program — SonicStage — and stored on a computer's hard disk for playback or transfer to a Sony media device. The file format is ATRAC3, Sony's proprietary compressed music format.
End User Rights 
Music sold at Sony CONNECT could be downloaded on up to 5 PC's that are authorized at any given time All music purchased may be re-downloaded at any given time (until the service shut down in 2008)
All music, with the exception of Warner Music Group, allow Sony device exportation an UNLIMITED number of times.
Music purchased from Warner Music Group may only be exported 3 times to Minidisc & Memory Stick.
All music, with the exception of Universal Music Group, may be burned to ATRAC CD's ONLY 5 times.
Music purchased from Universal Music Group may NOT be burned to an ATRAC CD.
All music from Sony CONNECT may be burned into Redbook format 7 Playlist Times.
All Music exported to Sony Network Walkmans that are authorized (meaning only flash & HDD based players) with CONNECT can be exported an UNLIMITED number of times. Meaning Warner Music Group content can be exported an unlimited number of times on these devices without using your 3 export rights.
Memory Sticks & Minidiscs are not authorizable, thus utilize your 3 Warner Music Group export rights.