The My Music folder is the place where Windows automatically saves all the audio clips you download from the Internet or save on your hard drive with Windows Media Player. The My Music folder, like My Pictures, is an automatic part of the My Documents folder.
To open the My Music folder from the Windows XP desktop, click the Start button and then click My Music (normally third from the top in the right-hand column in the Start pop-up menu). To open this folder from another folder, such as My Computer, click the Address bar drop-down button (on the right side) and then click My Documents at the top of the pop-up list (right below Desktop at the very top). You can then open My Music by double-clicking that folder icon (the one with the music note in it) in the My Documents window.
Like the folders in My Pictures, the folders in My Music appear in thumbnail view. To play a particular audio file that you've saved in the My Music folder with Windows Media Player, right-click the file icon and then click Play on the shortcut menu. Windows Media Player opens and begins playing your selection.
To play all the audio files in a particular folder, click the folder icon before clicking the Play All hyperlink in the Music Tasks section of the My Music folder. To play all of the audio clips and tracks saved in the My Music folder, make sure that no folder or file is selected before you click the Play All hyperlink.