the first thing you want to do is find a site that offers downloadable music. the one i use most often is www.xanga.com. It offers tons of music sites that have a wide array of music. Other great ones are:
-www.elbo.ws
-www.webjay.com
along with many others.
the site i'm using for this is www.xanga.com/indie_OMG.
after you have the site, find the track you want to download. For example: I want to download Rilo Kiley's The Frug.
RIGHT CLICK and then click on SAVE TARGET AS
a box will pop up asking where you want to save it to. It's easier to designate a certain folder for just your mp3's, like i did, but it doesn't really matter as long as you remember where you saved them to.
the file will then download. it takes anywhere from 30 secs-2 mins, depending on the speed of your computer, and the file size. It usually takes me around 30 seconds.
after it's done downloading, a box will pop up saying DOWNLOAD COMPLETED.
Click the "close" button, and ta-da! you've downloaded an mp3. You can now upload it to your mp3 player, etc.
to add a file to webjay, or any other music-uploading site for internet use, use this other guide.