[KLF] Another technical query (HELP)!

Hi! I've just started using Kazaa Lite this afternoon, and have managed to download God mMachine's "What Time is Love"? However, I have no idea, now that it's downloaded onto Kazaa Lite, how I then put it into my mp3 files, which is very annoying. Can anyone tell me how to do this (or is it just something you can't do)? Thanks, John Not IT literate, just literate