If you have a "file playing device" such as (mac or pc) or   (pc) you can set your preferences to "stream" the audio and begin hearing the track within seconds of clicking. If you don't have your preferences set in this manner, or if you're not on a high speed internet connection, I would suggest "right clicking" the song link and selecting the "save file as" command. This will allow you to download the file to a location of your choice for later playback. If you'd like a copy of either of the aforementioned players just click on the logos for a download link. Both players are available at no charge.