Thank you for sharing.
Maybe people can try this. It might be easier.
http://public.npr.org/anon.npr-mp3/npr/specialmusic/2014/05/20140512_specialmusic_bluenote.mp3?_kip_ipx=291655520-1401634817
Then follow the rest of what you said.
Right click - Save As
That worked too and was much easier. Thanks FRE-iend !!