Can't get the clock alarm to play purchased music.

Even though the name of the song is in the alarm setting box for sound and I have pressed save it continues to play the default Radar ring tone on the alarm. I looked at the music in the music app and saw a red cloud with a down arrow in the column. The ah-ha moment. It would be helpful if the instructions included a statement to verify the cloud download before trying to use music that is only in the cloud. The music played ok even though it was only in the cloud but does not work for the alarm until downloaded.