When I download, I get a small file that says .cgi

[TheRealWaldo]

When I download, I get a small file that says .cgi instead of MP3

This occurs because we occasionally send you to an HTML page before the MP3 download. Make sure you are left-clicking the hifi, lofi or download links.

Another reason for this problem is that you are right-clicking the hifi or lofi link and trying to save. To save an MP3 file, you should click the download link.  Some artists may have disabled the download link, and you will not be able to save the file.