Find the music you are interested in downloading by searching for songs by name or artists. There are many ways to find free previews or websites to buy new songs, and older, more popular songs. There are also websites that cater to different styles of music.
Set up an account where you have found the music. Many websites such as iTunes and Napster require an account before you can purchase or download music onto your computer. Fill out any online forms to obtain the membership including your name, email address and location. They often use this information for marketing purposes and to send you information on deals and promotions that they have throughout the year.
Click on the song you wish to download. Depending on the software used by the website, it may be a direct download or through proprietary software that they have created. For direct downloads, right click on the file and select "Save Target As..". This will directly download the music to your hard drive. Choose where you would like to store the file and click "Save." You will then see a progress box with the file information, including download speed and ultimate location where the file will be saved.
Click the song you wish to download within the software that you have for the website. Many websites such as iTunes and Napster have their own software, where the file is saved to your hard drive but its information can be found within their software and the song itself can be played in a playlist. These services are great for keeping your music organized and offer special touches such as genre-based playlists and album information, including artist and year released.