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Clicking on a link - such as the PDF Icon or the
name of an MP3 File, is likely to load the PDF file in the web browser or play
the MP3 file using the default browser player (such as Media Player).
If you want to print the PDF, you can probably do
so from the web browser. However, to load the MP3 file into an MP3 player (such
as an iPod) or to load it into iTunes on a computer, it is
best to save the MP3 to the desktop.
To do this, simply 'Control click' with your mouse
- put the cursor over the MP3 link or the PDF file, hold the Control key down
(labeled ctrl) and click the mouse
button. This will bring up a sub-menu such as the one below:

Click on the 'Download Linked File...' (may also be
called 'Save Link As...') and select the location that you want to save the
file to.
Later you can load the file into iTunes (for the
iPod) - using the File menu/Add to Libary).
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