How to download music to my computer?

I know how to download music to my computer using beemp3.com but whenever I download a song, it goes to windows media player and not under libraries - music library. Its really frusterating me by how hard it is for me to to something when its probably very simple. Im trying to make a music video with windows live movie maker. I add the video fine, but when i try to click add music, it takes me to an empty folder im guessing. So on the left side I click libraries - music libraries and nothings there but a folder that says sample music. However, when I open windows media player and open my playlist, my songs appear. Another thing I should mention is that when I click music in windows media player, it only shows the sample music. Please be very specific when you answer please. Thanks
Answer:

Open Windows Media player, click on the Library Button, then the "add to Library" button, and then ok, and ok, and select what folder to monitor as Library, and set the folder into which you have save your beemp3 files. Then every time you download a file to that folder, it will automatically add it to your library hope this make sense

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