Third-party apps for WP8 are usually not allowed to write to your music library. That restriction may be relaxed somewhat with 8.1 though? Not yet sure.
There are exceptions out there, but generally MS wants you to use the built-in music app for downloading music, since they have their own store. This doesn't work so well for people outside the areas they support (or who want music that their store doesn't have), though.
Win8/Windows RT projects:
List of desktop apps for hacked RT devices
Native Access WebServer and Libraries
WP8 Interop Unlocks
Storage Cleanup tool
XapHandler, Root Webserver, OEM Marketplace XAPs, Bookmarklets collection (Find On Page), Interop-unlock hacks.
Do not private message me with questions that should have been posted on the forum!
Not only are you wasting your time - I'm not going to bother writing an answer to such a question for only one person - but I will probably block you from PMing me in the future as well.