I don't use VISTA. But you should be able to just copy-paste or drag & drop from your LW Download folder to your Music Folder. Then open your music program (WMP?) & scan the Music folder adding them to its playlist via the audio program's add option. (LW would need to be closed if use drag & drop process.)

For iPod, it depends how you are trying to add them. The reknown process is using iTunes How to transfer music to my iPod (& iTunes) {click on link} but if you are using a 3rd party plug-in for iPod importing from another audio program then you will need to chase up their instructions.