.m4a is an mpeg-4 audio container, it can contain lossy AAC or lossless ALACApple Lossless should be a file with a .m4a extension. According to the owners manual, that should be fine.
File extension
.mp3;.wma;.asf;.m4a;.m4b;.aac;.flac;.mpg;.mpeg;.avi;.mp4;.m4v;.mov;.wmv;.3gp;.mkv;.ts;.mid.xmf;.mxmf;.rtttl;.rtx;.imy;.ogg;.webm;.wav