So you want to download mp3's eh?
There are many programs to download mp3's to your computer, i use WinMX (
www.winmx.com)
to play the mp3 files on your computer you need an mp3 player software. (not a physical mp3 player that you buy) I like to use Winamp (
www.winamp.com)
I hope this helps. If you need more help write the question next.