Downloading music question

I was wanting to know how I can get the music files form Musicgalore.com on to a playable CD? I click on the song and use the right button and go to save target as.. and I can save it but when I go to play it, it has to load it from the sight. When I copy them to a CD it does the same thing. It it like it is copying links not the actual song. What can I do now?

get something better to hijack music. i have over 34 gig dled just in albums.....

Better like what? I tried Kazza or what ever it is a year ago. I got more viruses then music.

shareaza and norton

try a bit torrent site like demonoid.com. your going to need Azereus to d/l whatever it is you are wanting to d/l...

winmx is good too for single songs. its available at winmx.com

bearshare is pretty good too

try ares its a p2p free site