Okay, I don't really know if this is the right place for this question, but I didn't see anything that was about MIDI files.

I'd like to download some music for my quest from vgmusic.com, but I have NO idea how to save the music to my computer. When I listen to the music, the Windows Media player SHOULD open, but instead it takes me to a new screen with the music. So, how do I download the music?