I am trying to download mp3 file to users machine without his/her consent while they are listening the song.So, next time they visit that web page they would not have to download same mp3, but palypack from the local file. this will save some bandwidth for me and for them. it something pandora used to do but I really don't know how to.
any ideas?
You can't forcefully download files to a user without his consent. If that was possible you can only imagine what severe security flaw that would be.
You can do one of two things:

count on the browser to cache the media file
serve the media via some 3rd party plugin (Flash, for example)
downloading files to users machine?