On the mp3 player, there is a download arrow. It works fine for me.

Your browser uses an "associated" program to deal with mp3 requests. Often these "associated" programs fight with each other for control of your mp3s. If you have windows media player associated, and then you install quicktime, suddenly your mp3 links go to quicktime instead of windows media player.

This problem you are having is local to your computer, we can't fix it for you.

If you are using Firefox, it looks like

Tools->Options>Applications is where you set file associations for mp3 files (scroll through the big list of file types). I think if you set it to "always ask" you will fix your problem.

Hope that helps.

Jon