How to download songs from Windows Media player

[Areevia]

up untill a few months ago all i had to do to down a song from windows media website in to my windows media player was find the song on the on their website and then save it on the player. but now that i have logged on to the internet after many months it has changed a lot. i search for a song, it appears but i dont know how to hear it or how to save it. it just shows a little information about the website. can anyone tell me what to do please please please please. thanxxxxxxxxxx.