Problem taking downloaded music and putting it on player

I had some free downloads from Real Player from my superpass subscription.  I downloaded the music and went to transfer the songs to the player.  Maybe I’m doing something wrong, but each time, nothing shows up.  I don’t know if it’s the right file type, etc.  Any help is appreciated!

I think the file type is wrong you need .mp3 or .wma files for this to work.