Why aren't my downloaded songs showing up on my MP3?

I have an Acoustic Soloutions MP3 player (if it's any help, model number 1513/4706). Today, I've tried downloading some other songs on to it. When I plug it in to my computer, it shows up that these songs are on it and perfectly fine, yet when I unplug it and look through my music library, they're nowhere to be seen.
It definately works, because my brother's put songs on it before, but I have no clue how he did it and he's out on a student trip.
Does anyone know why these songs aren't showing up? Any suggestions on how I might actually get them to show up?
Thanks in advance. :>