Google Play Store.... HELP!!

I need help! I am beyond frustrated!!!!
I have a Samsung Galaxy SIII.
I bought a song off of the google play store. I want to save the song to my phone so I can make a ringtone. I have googled the smurf out of it and am coming up empty. I just want to save the damn song to my phone. I know what to do from there.
Is there a way I can save the song to my phone after purchasing it from the Google play store? I hope so because I am so beyond frustrated. I have been trying to figure this out on and off for the better part of six hours. Lol. Please please help me.

Thanks.

It should have automatically DLed and saved it to your music player....

That's what DH said too and it didn't.