Option 1:
Use "FILE SHARING" feature, you'll need a computer on the same Wi-Fi network as your iPhone/iPad/iPod touch. In the "Settings" screen, turn on the "File Sharing" switch, then open the http address shown below the switch in your desktop/computer web browser (e.g. Firefox, Safari, Internet Explorer, etc.). Once connected, you can transfer files between your computer and the iPhone/iPad/iPod touch.
Option 2:
If your iPhone/iPad/iPod touch is running iOS 4.0 or above, you can transfer downloaded files using "iTunes USB File Sharing". Connect your device with a USB cable and launch iTunes, select your device, you should see the "File Sharing" section under "Apps" tab. Select "MusicDL" app from the list. All of your downloaded files will be listed and you can drag and drop or use the "save to..." button to save your files to your computer.