Music won't download it shows up on the computer but once it's unplugged from the computer it's no longer there...

Hello,

Media players have certain folders for holding the data in the player.
Most players (not all) will accept 2 ways of files transfers and depends on the USB connection mode.
Some players switch automatically into the operating connection mode when connecting the USB cable.
Other players can be switched through specific key operation on the player or using the menu in the player.
Consult your manual or use internet support for information about your player's functions. See if you have to install software and maybe updates as well.

1. USB cable connect mode MSC = Mass Storage Class.
Using the explorer in "My Computer", seeing the player as an external flash drive:
When the files are not put into the correct destination folder, the content will not be kept in the memory of the player.
Before disconnecting in MSC mode always go through "safely remove hardware", the icon in the right corner of the computer screen: disconnect the player's flash drive in the icon "safely remove hardware", before pulling out the USB cable.

2. USB cable connect mode MTP = Media Transfer Protocol.
Using a software program like Windows Media Player 10 or 11, the player should be recognized as a media device:
Files must be put in a playlist on the computer first: create a playlist.
After that, synchronizing of the playlist onto the player has to be done.

When needing more help, just add a comment in this thread.