How do I authorize my new mac to download my previous purchases?

I am having trouble downloading my previous purchases onto my new macbook pro. Everytime I click on the icloud icon to download a song I had bought before, a window pops up telling me I need to authorize this computer with my apple ID through the itunes store. I went to my account settings and can't find an option to authorize a new computer only an option to deauthorize one! Please help!