Guys
I have a partial solution but please don't shoot me down if what I suggest has already been discussed and rubbished.
A pretty easy solution to this (though by no means perfect) is to go to your album and press download all. Then when the download circles appear next to all the songs tap the download circles of all the songs you do not want and they disappear. Only the song/songs with the circles next to them download to local storage. It usually takes quite a few seconds to begin downloading anything anyway so you have time.
It works for me so I thought I'd pass it on. It's stil just a workaround though.