If you know the format of the downloaded files, go to Start and type "ext:music format" in the Search Programs and files field and wait several seconds. For example, if the files are MP3's, type ext:mp3. Also, you can try to find them by using the kind:music or kind:songs search queries. Once you find the files, right-click on their icon, select Properties and open the General tab. Their directory will be displayed next to Location. If you have issues, I suggest you contact Walmart.