Purchased music does not appear in my "Music Library"

Hi,

I recently bought an album from the iTunes store, but cannot locate it in my main music library in iTunes. When running iTunes, the new music appears under my "Purchased" music tab (left-hand column under the "iTunes Store" tab), and I am able to play the purchased music. However, the purchased music still does not show under my "Music" (left-hand column under "Library") tab in my main music library.

I've purchased music before from the iTunes store and never had this problem. The music has always appeared under both my "Purchased" music tab and in my main music library.

How can I get my purchased music to appear in my main music library? Has anyone else had this problem.

Thanks for the help.

Bryan