Okay, so I have a whooole bunch of mp3's downloaded into my computer. How in the hell do I view them?

You double click them like any file :p

But I download them, listen, then close down RealPlayer. Now I want to listen to it again. How do I find them?

if it's realplayer you're using I doubt you're downloading them. You're probably listening to streaming media.

did you save the files after listening? if not, they might be gone. just make sure that if you download, the files end up saved in your music folder.

if its a stream, like gibson said, you cant simply save them. then you hav to go to the site again and stream them again.