Maybe you are new to forums, but when seeking help on questions like this, you need to look at your question from the angle of the reader, and try to anticipate what information people might need if they are to try and help you.
Like, what format is your download? MP3, Aiff, flac, i-Tunes,?????? What app are using to try and play them, at home, at work? Do you have them stored on your Note's main memory, on a smart card, usb stick, hard drive ??????
I am going to guess, based on no information, that it is something to do with i-tunes, who make it very hard to use their files except in the set-up you originally dowloaded them to.