Bulldog

You mean opening the files once you've downloaded them? If that's the case, you need some unzipping software like WinRAR. Once you've installed it, right-click the music folder you downloaded, left-click the extract files option. Then you just move all the now-unzipped MP3 files onto your iTunes/WMA. whatever you use.

Hope that helps If not, just PM me and I'll see if I can help you out.