How to Download Songs From the Internet to a Computer by LizaK. There are plenty of ways to download music onto your computer, and they're all relatively easy. Once the music is on your computer, you can easily transfer it to your media player. Step 1. Choose a method for downloading music. Some sites, such as Rhapsody, charge you a monthly. Apr 27, · • Click the song title or artist link. In a browser, this will automatically download the song to a designated folder that can be changed in your Internet preferences. This is the simplest way to download anything off the Internet, including music. • Right click on the link in Internet Explorer and select "Save Target As.". Mar 29, · Download music over a file sharing network. File sharing is the act of trading files directly with other users. Soulseek is by far the safest and most reliable file sharing client available for free. It also provides access to one of the widest selections of music anywhere on the slicelive.com: M.