Downloading instructions Delphi SKYFi3 unit
You can't download Xm programming, like you can from itunes, where you get a song in 3 or 4 seconds.
Do you mean record music? You must record realtime, either while listening or while the unit is idle in its cradle.
It's easy. while listening to the radio in the cradle (press mode repeatedly to get to Live XM mode), then press the center (play/pause) button. the menu will pop-up, select Record. It will give you the option for Song, Channel, and Session. Just chose one of the first two and press the button. You should see a microphone appear at the top of the screen. It's recording. Follow the same steps to stop the recording. Setting up a recording session is self-explanatory once you get into that screen.