downloading a compressed music file -how do I enter the Password

Hi all..

I just bought a Macbook Pro the other day.
I love it but I am stuck with one thing that I hope someone can help me out with..

When downloading a compressed music file that needs a pasword how do I enter the Password when download it complete?

All i seem to get in"Unable to open file" message I know it's becuase it needs a password which i know..
Could someone help me???

Thanks..

I think I read about this somewhere. I believe it had something to do with changing your settings on what the users/admins are allowed to open. There has to be someone who knows about this!

What compression method (program) was used to compress the music file? Was it Stuffit? Zip? Have you tried double clicking on the file to see if it starts to uncompress and asks for a password?

For example: Downloading a compressed Zip file that is password protected requires that it be unzipped but before it will uncompress, it will ask for the password.

Regards.