MP3Pro is the successor to MP3. It was created by Thompson RCA. The problem is the format isn’t universal. So you have to be sure your player can recognize it and play it. The Zen can play it. The format is higher quality then MP3 at better bitrate. Since the format isn’t universally used, you may end up needing to re-encode the files to have them work in the future.
According to Wikipedia, “mp3PRO is an audio compression algorithm (or codec) that combines the MP3 audio format with spectral band replication compression methods. It claims to achieve transparency at lower bitrates than MP3, resulting in a file nearly half the size of standard MP3. RCA was the only company to offer portable players compatible with mp3PRO, but they have dropped support for the format.”
For now, stick with MP3 and encode it at 160KB VBR or more. MP3 is the format that will be around for years to come. There are other formats you can encode the audio files in, such as FLAK or other lossless formats. It comes down to personal preference of how the audio sounds to you, and which players you prefer to listen on.