Stream: Click on "Stream" (duh) to load the song
or all songs into your mp3 player.
Stream only loads the list, it does not download the song to your puter.
Downloads: Just click, or right click and choose 'save
target as..'
I suggest you use http://www.freedownloadmanager.org/
if you want to d/l alot of these. Once it's installed, you can drag your
mouse over a bunch of the songs, then right click, and chose "Download selected
with Free Download Manager"