After the software has been installed, use the search field to type the name of bands and songs. After you've found them, click the link and choose the settings as well as the download path.
To initiate the download, press on Grab the clip! and wait for download to start until it says Finished, then you can use your favorite media player to open the files.
Since it uses the Internet, I recommend adding the software to the exclusion list in Windows Firewall or in the security application that you use .