[Apple iPod] HELP!

I downloaded music from a music archive site and I don't know where the
music went on my computer! When the grey box popped up and I clicked
on 'run' to download, it said that it was going to a temporary file.
I've checked my computer's temporary files,but can't locate this music.
When the download is complete, my Itunes pops up, but the music isn't
there, either. Any help would be so greatly appreciated.

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