On the webpage where you listen to music, right-click and there will be a Thunder download all link, and then look for files in music formats with suffixes such as WAV, MP3, WMA, etc., and then select the one you want to download and tick it. (Generally, the default is to check all the boxes, and just click to eliminate the unnecessary ones.) If there are no files in music format, then you have to know the name of the song to download. Baidu's MP3 download is very comprehensive.