downloading to the MP3 player
 

I'm probably a huge moron, but this is all new to me..after I've downloaded songs to my MP3
Playlist, how do I then download them to my actual Mp3 player??

That really depends upon your mp3 player. As it is I don't know anything: your computer, OS, etc. or type of mp3 player. Import/Add them via your mp3 software is what I'd tend to guess. I'm sure your mp3 player came with instructions on how to add music. Is it a memory mp3 player or one that uses disks formatted to mp3?