A method, system and program product to simultaneously download and burn digital media files via the Internet, including audio, video, video games and other digital content and data, onto removable storage media on personal computer burners. Large media files can be downloaded by pushing files or portions of files to computer memory and simultaneously downloading and burning files selected by a user. Once a file is burned to disc, it is then deleted from the computer's memory. A lossless compression scheme is used for audio files to decrease file size, making the downloading process faster and requiring less hard drive space. Content files other than audio are downloaded and burned through the same one-step process, without using a lossless compression scheme. An alternative method delays the start of the burn process to ensure that the downloaded files are written continuously to the removable storage media.