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 the Microsoft Media Player on a computer, it is best to save the MP3 to the desktop.

To do this, simply 'right click' with your mouse - put the cursor over the MP3 link or the PDF file and click the right mouse button. This will bring up a sub-menu such as the one below:

Click on the 'Save Link As...' (may also be called 'Save Target 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 File to Libary) or Microsoft Media Play (for other MP3 Players - by dragging it to the open player).