To download the MP3, RIGHT CLICK on the Download MP3 link and choose "save target as." Then chose where you want the file to save to AND rename the file so you know what it is. (Be sure to keep the .mp3 extension at the end of the file name and to clarify the Track number.) Once you have downloaded the files you can import them to your iTunes or MP3 software, or burn them onto a CD as audio that will play in any CD player.
