Welcome to Android Central! Which phone? Does this happen on both wi-fi and mobile data? From where are you trying to download music? If this is a "free mp3 download" site, I would be very careful, because those sites grab music from other filesharing sites, which means (a) there's higher chance of malware, and (b) those sites claim to be legal because they tell you that it's only for "fact-finding," and that you're supposed to delete the music off the phone once you're done listening to it once. If you keep it on your phone, that's a copyright violation.