"I can'd download mp3 to my compute" ... I don't understand that. Some files are labelled mp3 but are in fact very small and trojans or some other rubbish, and these may well not download and you should not try! but the normal mp3 size of say 2 or 3MB or over should download. If you are having difficulty opening it that is a different question.
The VLC player is a good application for opening files that are stubborn to open, but be aware that there are many fake files and worse out there and make sure you are downloading a propper size file. Videos of an hour length for indstance will be about 3-400 MB and imo should be either avi or mpeg format.
In any event make sure you are running up to date anti virus and anti spyware programmes.
Convertion from mp3 to wav is possible, but not the first thing I would look at
VLC from
http://www.videolan.org/vlc/