Tony,

The software is already in your computer--it's called "Media Player." When you clicked on a file and it said downloading, that was what it was supposed to do. The next thing that happens is your media player will open, then you'll see a message at the bottom of the player that says "buffering." Most of the MP3s are 2 to 3 megabite files, therefore, if you're using dial-up, they'll take quite a while to download sufficient data before media player can begin playing. Depending on your connection speed, it could take up to 20 minutes to download a 3 meg song.

Hope this is of some help,

Gary