Why can't i download music directly to the sd card and then listen to it threw the phone

[AC Question]

Does it have to be formated?
Is it even possible, has anyone tried it?
Don't want to stream or use data for hours. Rather get it off the SD.

 

[B. Diddy]

Welcome to Android Central! Which phone? Where are you trying to download music from? What app are you using to play it?