Ok, I've got it now! The site lets you do the same thing as reading books at a bookstore. When you download the files, you're walking out with the books. By the way, I didn't need to look for the songs. In fact, I didn't even need to register or listen. Links are provided.
I think its more like you walk out of the store and find the cashier put stuff in your bag that you didn't buy. There'* no downloading involved. You stream the song like the website intends, and it stays in your temp files.