To quickly download an audio MP3 purchase from My Account > Library, click the three dots on the right-hand side next to the song and select Download MP3.
Mobile Users: Tap the Menu icon to log in and then go to My Music > Library.
This will result in your MP3 audio file downloading to your computer -- likely within your Downloads folder. To access the saved PDF item in the Downloads folder, just press CTRL+J on Windows or ⌘+J on Mac while your browser is open.
iPad app Users: At this time, the ability to download MP3 audio files is not available through the app. Please log in on www.sheetmusicdirect.com from any browser on your iPad and follow the directions above to download your purchased MP3 audio file.