Method #1: Download Selected Music Purchases Only
Method #2: Download the Items that are Not in Your Library
To download only the previously purchased items that are not present in your computer library do all the steps except Step 4 from the previous method. Now, instead of downloading one by one, click Download All (located in the lower right corner) while in the Not in Your Library tab.
Method #3 Download All iTunes Music Purchases
iTunes will start downloading all your purchased items (songs, albums, videos).


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