What does this mean?
When you click direct download in Music Downloader, a number of locations (mirrors) have been found where this song may be downloadable from. Because MP3 files disappear quickly from the internet most locations doesn't work any more. Music Downloader automatically finds out if there is a working location at this moment.
What can I do now?
Some locations are only available at certain times. Sometimes you can try to download it later. If you can click on the "Save Mirrorlist" button than there are locations that may be available later. To try them later click "Save Mirrorlist". You will be able to choose a filename where you want to save this file. Save it on your Desktop. To try to download it later doubleclick the saved mirrorlist.