Are you asking about a portable mp3 player or your computer mp3 player? What brand & model of player is it?

To access your LW downloads, 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. Then you can drag & drop (or cut & paste) them to the location of your choice such as your Music Library. Don't forget to share back such as sharing your music library. How to Share Folders (click on link)