Can you download rhapsody music?

So i was thinking about subscribing to Rhapsody and kinda wanted to know how it works. from what i understand you have to subscribe to them for 10 bucks a month and then you get unlimited music downloads. Are you able to download these files to your computer and then make CD's with them or put them on a MP3 player? Do you keep the songs you've downloaded if you decide to terminate your subscription?