Support new android user question!!

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http://androidforums.com – Hey everyone! I just switched from the iphone 5 to the galaxy s4, and so far I am very excited I decided to do so! But friends of mine also told me something I could do with this phone that actually id love to figure out. My question is.. am I able to download music from a website browser directly to my phone? For instance, I go to hotnewhiphop.com and when I find music I want to download, ill press download, and the song will download its just that after the download is finished when I click on what I downloaded it says can not open file or file is not found or something along those lines. So (General)