All you have to do is click on the mp3 link, and the song will begin playing on your computer.
Sometimes, a mp3 file works like an image file - If you have a slow web connection, it will take longer to download the song, much like it takes a lot of time to download a large image.
You can listen to an mp3 on your computer. As someone else was saying, you don't need special equipment to play it.
As for iPods, I don't know anything about those. All I know is that you have to download songs into one. I've never felt the need to get an iPod. I still use Compact Discs.
Anyway, my favorite Marilyn song... it's a tie between Diamonds Are A Girl's Best Friend
and I'm Gonna File My Claim
Years ago, when the TV show Brisco County Jr.
was on the Fox network (actor Bruce Campbell played the character Brisco County Jr.), there was an episode where an actress playing a salon singer belted out I'm Gonna File My Claim
I have a feeling I was one of the few in the TV audience who knew who sang that song first and in what film.