I finally figured out the problem. Follow these directions.

After downloading the song, click on it and then click the "Enqueue" icon. That will place it below in the mp3 Playlist. Then click on it once and then click on the "save as" icon. This will take you to what ever folder you have designated as your save folder. Then at the bottom, click on the down arrow on the "Files of Type" line and change it to or click on all files. Then above you will see the song you down loaded and it is still in mp3. Click on that, which will put it in the "File Name" line below. Click Save and it will be your saved folder as an mp3 file. Unbelievable those instructions aren't in the help files.