How can I copy new songs from other sites back to my windows folders?

I just bought an ipod and downloaded itunes on it and my lap-top, (where I use windows media player.) Today I bought some songs from another website on my computer, but I couldn't find them in the "my music" folders, I signed on to itunes and found them there. I checked, and my preferences for that site hadn't been changed; how can I copy those songs back into windows? Itunes copied my entire library from my computer...