First, download rarzilla, winRAR, winzip 7, or some other .rar extracting device.
Second, find a download. I will link to a download in all of my posts, so you don't need to look to hard for that.
Third, download it. Choose 'open with winRAR'. When it is done downloading, it will open with your .rar extractor.
Fourth, extract it to someplace you will remember it. Then retrieve it with iTunes or the Zune software or whatever it is you use. (for iTunes, go to 'Files', then to 'Add Folder To Library', and then go to where you extracted the folder)
Finally, listen and enjoy!