When downloading a file in Windows, you are typically given the option to “Open” or “Save” the file. Select “Save” for the mp3 downloads, then once it’s downloaded you can click “Open”. If the downloaded song does not open directly into Windows Media Player, simply launch Windows Media Player then click and drag the song into the Windows Media Player window or simply Select: File - Import File. To select multiple songs Select: File - Import Folder. Select the file(s) you wish to add then click OK. The song will now appear in your Windows Media Player library.