I'm not a wmp user per se, but take a look at Using windows media player. I would normally recommend you transfer the song files to your Music folder before adding them to wmp. For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you. And then you can cut & paste or drag & drop the files to the music folder. However, you decide how you want to do it. By default, your downlds are normally found here C:\Documents and Settings\"your account name"\Shared