Update: This is not the original post. However Esnips made their player flash-based so it will be a bit trickier to download songs from their site:
1. Go to the page where the song is.
2. Go to its Mp3 Widgets section.
3. Get the code in the code box.
4. You can open Notepad then paste the code there. Now get the URL that goes right after "theFile=". The URL should end right before "&theName=". The URL you now have is the playlist link. Play it on your Media Player.
5. On your media player, right-click on the song and click on Properties. Get the URL location of the song. THAT IS YOUR DOWNLOAD LINK. :D
/edit: Try this too: http://forum.esnips.com/posts/list/3451.page