Here's a way.   On my Windows 98, all you have to do is go to Find, in the name field, put '*.mp3' , then move to the 'Date' tab.  Then I put in "Find all files 
created during the previous 
1 days."  Then Find it.  You should see the file, along with all the other mp3s you've downloaded today.   Then your regular default MP3 player should pop up and play it.   

 Kirby