after i download my songs i don't know where they go. I have a music file but they won't go there.

By default they normally go here C:\Documents and Settings\"your account name"\Shared
Unless you selected a different location. You can check by going to LW's menu bar, Tools>Options>Saving.

For fast & easy access, 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.

yeah but it doesn't put them anywhere. i can't find them.

If they haven't finished downlding then the partially downloaded files will be located in the incomplete folder. Go to Library window & click on incomplete folder.

BTW did you follow my instructions to use the explore button? Because that will show you where your completed files go after they are fully downlded. LW moves them from the incomplete folder to the download folder (usually called Shared by default) a few seconds after they 100% finish downlding.

My guess is you haven't even finished downlding them.