If you’re listening to the Tunes and using Internet Explorer, here’s how you can grab the songs you just listened to out of the cache:

  1. Play song you want to download
  2. On Internet Explorer, click `Tools`and then `Internet Properties`
  3. Half way down is a box named `Settings`. Click this box.
  4. Another box appears. Click on `View Files`.

Now a folder should appear with all your temporary files. And as if by magic there are the .mp3 files (encoded 128kbs) that you just listened to. So now you can copy them to your desktop or wherever. (Thanks for the tip, mc33!)