LOL!! Firstly, good to see people getting into the game!
Secondly, you don't download music from Audiosurf (let's just ignore radio here). You play music that already happens to be on your PC. When you start the game, LOOK THROUGH THE TUTORIALS as they actually do help. Afterwards, select the left-most character in the green box, select a song on your PC and try to dodge as many grey blocks as you can! Then we can start getting into the advanced bit

Is it just me, or is this a spam post? Either way, should be moved into troubleshooting.