Since all the downloaded files should be in the Shared folder, use either Finder or Sherlock (which should both be in your dock) and enter the names of any files you remember. That should discover where they are now. If that does not work, there would be grounds for concern that you have somehow "lost" these files permanently. If you need to send more bad news on this front, start by telling me whether you can actually play these tracks using iTunes or whichever internal MP3 player you prefer.