Dear DirectSong , you suck.
DirectSong sells songs/albums online that you pretty much can't get anywhere else. Now I'm all for buying songs online, it's much more convienient, but this directsong is the biggest steamer store I've ever seen. I should have known when they didn't have a real store, and they made me pay using paypal.
So essentially what happened is, they took my money, then they gave me a exe file to download the songs I bought. Running their crapware tells me I'm behind a firewall (which I'm not). Pretty crappy guys. Maybe they should tell you this upfront before taking your money. I did check their FAQ, and here's what it says: