.ogg is a file format used for storing high quality and easily replayable sound. Blockland uses it for playing music from music bricks, as do many other programs for music and sounds. Unlike .wav files, .ogg can be used for longer files because of it's efficient compression.
.oggs can be created by a wide variety of programs, but most notably, Audacity, a freeware music and sound editor. Although worth noting, .oggs and all other sounds must be in the mono format to work correctly within Blockland.