Select the track you want to download by moving the cursor over the
blue text.
(The cursor will change into a hand shape as you do this)
Click the right mouse
button and select "Save target as" or "Save link target as".
Select the location where you want to save the file to.
The file will then be downloaded to the location requested.
You may then listen to it later (if your computer has a sound card),
copy it to a CD
(if you have a CD burner) or copy it to an MP3 player.