I need a bit of tech info about downloading music

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I like to think I'm a computer geek--I have knowledge in using both PCs and Macs--so no dummy here--in fact, many are asking ME to teach them the technicalities of a computer--but I do blushingly admit to being a bit dumb in one area. I've noticed on several people's pages here that they have music on their page--and tapped from one of those sties you can download from--how the heck does one do that--I mean place the downloaded "tags" onto a page--of course, maybe since I do have an Apple computer, I might have to do things a tad differently--Macs can be finicky