To download a track onto your computer:
Windows users: right-click on the track with your mouse and select the 'Save Target As...' option from the menu that pops up. Then choose a suitable place to save the MP3 file on your computer (e.g. the 'My Music' folder in your 'My Documents').
Mac users: control-click on the track with your mouse and select the 'Save Link As' option from the menu that pops up. Then choose a suitable place to save the MP3 file on your computer.
If you downloaded one of the ZIP files you will need to extract the MP3 or other files in the ZIP file archive.
Once you have downloaded your track you will need add it to your MP3 player software by selecting the "Add File" option and selecting the new file you have just downloaded.