Replying to Computer File Help

i know 0 to none about computers so any help would be much appreciated.. i just downloaded ratatat remixes off their myspace using rapidshar i believe it said. it downloaded fine and all the songs came up in a folder. they all played fine but to play them it said i had to open them first. when i opened the first one it went into my itunes stright from there so i figured id open everyone of them and have them all go into my itunes. i did this then xed out of the folder/file whatever it is. now only one song on itunes plays becasue when you click on any of the others it says file cannot be found. and now i cant find the file anywhere. can someopne help pleaseeeeeeeee cause shit shit is BOMB