Ctrl click (Mac) or right-click (PC) the link and then select "Save Link as...."
Choose the folder in which to save the MP3 file, using the dialog box. For example, you may choose to save the file on the desktop or in Music/iTunes/iTunes music.
Navigate to the location where you saved the MP3 file. Double-click the file to open it in your media player.
Ctrl click the link and select "Download Linked File."
Double-click the file on your desktop in order to open it in iTunes.
Ctrl click the link and select "Download Linked File As" if you prefer to save the file directly to the Music/iTunes/iTunes music folder on your hard drive. Then use Finder to navigate to the MP3 file and double-click it to open in iTunes.
Right-click on the MP3 link. Select "Save target as..."
Save the file to the desired location on the hard drive using the dialog box.
Navigate to the location of the file and double-click to open it in the media player.