É isso que a Amazon tem a dizer sobre isso
Why is the Amazon MP3 Downloader required to download albums but not songs? The Amazon MP3 Downloader queues up all content from an album for download, saves them all to a specific folder on your computer, and can import them automatically to your iTunes or Windows Media Player library. The Amazon MP3 Downloader offers customers the simplest way to download and import multiple content in one easy step.