Soundtrack frustration - Mac users, help, help, help

Mac users -- HEEEEEEELLLLLLP!

I'm trying to download music files from RapidShare and Yousendit, and while one of the songs downloaded correctly, the rest of them are now just streaming. They'll play, I can save the link, but that's not what I want. I need to download the entire file.

Hunh? Wha-? I'm generally a PC user and this whole "digital music" miasma is new to me anyways.

Are there some settings that I need to change, somewhere, somehow so the file will download and not stream?

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