Not related to any operating system.
Generaly not related to your browser.
You can try any of those who offer legal and free music downloads along with some that you have to pay for:
You can also try some artist's sites. Some offer free downloads. Some examples:
nyoung.multiply.com/music (this one offers the full discography of Neil Young for free)
If your browser insist on playing the mp3, right click the link and sellect "Save as..."