I'm very sorry to hear that you're having troubles. I hope to be able to help.
As an example, when you doublelick on a selection title, you will be taken to a page that displays the lyrics as well as a symbol that looks like this
Click on the symbol that looks like the note pictured above and select a download location on your computer to save the file to.
This should initiate the download process to your specified location.
If you are still having troubles, please let me know :-)