I've downloaded Coldplay's live album a couple of times but it just comes up as this file and I when you click import (on itunes) and click on the file nothing gets imported to itunes. Also if you right click it and click play it won't play on windows media player. Help pleeaassseee!

It's probably a rar file. You need to unzip it before you play it.

What you downloaded is prob either a rar or zip file which won't import directly because it's a compressed folder with the mp3 files within, you need the de-compression software, which i suggest using Winrar (http://www.rarlab.com/rar/wrar380.exe).

 

Once installed, you might have to restart your computer, but once it's all done, right click on the folder containing the album, and hit "extract to "foldername"" and give it a few moments to decompress and you shall have a lovely folder full of lovely mp3 files, simples :)

Open up the zip file, Copy the files inside, paste the files into a different folder.

Then try to import it into itunes again.