Hi esartorio,
Thanks for visiting Apple Support Communities.
If you have Automatic Downloads enabled on your computer, but songs you buy on your iPhone don't download, first verify this information:
- Check that your device has an active internet connection.
- Be sure that you have the latest software installed on your device and your computer. Automatic Downloads requires iTunes 10.4 or iOS 4.3.3 or later. iPhone 4 (CDMA Model) requires iOS 5 or later.
- Check that your computer is authorized for your Apple ID. For more information about iTunes Store authorization and deauthorization, see this article.
- Be sure iTunes is open on your computer. Once iTunes is open, choose Check for Available Downloads from the Store menu in iTunes.
- Check to see that you are signed in on your iOS device or computer with the same Apple ID as is being used for your purchase.
- Check that you have Automatic Downloads enabled on your computer or iOS device. For information about enabling Automatic Downloads, see this article.
You can find these steps here:
Troubleshooting Automatic Downloads for purchased Apps, Music, and Books
http://support.apple.com/kb/ts3688
Additionally, you can download your past iTunes purchases on your computer using the steps found here:
Download past purchases
http://support.apple.com/kb/HT2519
Best Regards,
Jeremy