Cloud not downloading

I recently bought a new computer and tried to redownload all of my movies and music from the Cloud. Each time I try to click the Cloud icon on the specific title (or press download all for music), iTunes says it has downloaded but it remains in my "Not in my library" category and will not let me watch without internet. I have already tried logging out of my account and quitting iTunes, and it still will not actually download any titles to my computer. How can I fix this?