iTunes opens automatically after file downloads -> HOW TO FIX?

Hi all,
don't no wether it's my new MacBook or iTunes 10, but every time I download a music file from the internet it automatically opens, and starts playing, in iTunes.
Even if iTunes is closed it opens it up and starts playing..

I really want this to stop and just manually add the songs to iTunes.
Is there a way to fix this?

Thanks in advance.