Okay so I usually buy vinyl records and the one I got in today has a code to download the album in mp3 format. I went to the site and put in the code and downloaded the album. The problem is that I don't know how to access it and put it into my itunes library. The thing is in the downloads section of my computer and when I click on it nothing happens. Can anyone help?
This issue is kinda vague...double-clicking on any song should play in your default media player despite which player or operating system you're using, but... Are you sure the files downloaded completely? MP3s should generally be a few megabytes in size (3-12M for your average song, depending on encoding detail). Just to make sure that you didn't download links or something. Cut/Copy and paste the album folder into your music directory shown in the iTunes Options/Preferences. If your iTunes doesn't automatically update from your library you might need to rescan for new files.