Have the wp audio plug in for page with audios on it.

Want "members" (have a password) to be able to easily download the audio(s) if they want to.

1. Now when visitor clicks the audio link the word "download" appears but clicking the word doesn't intuitively download.
2. How it this supposed to work? Is there a setting or something I could have missed in the plug in installation or something?

wp audio plug in - says download but doesn't