Join Date:Joined: Jan 2011
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.