lol, Zuzu!
Did you see Cheyennedonna's response on the other site? Adding on to what she says, you can also download to your PC, then email it to yourself and pickup on the EE.
Yes, when you're downloading you should see some indication, in the Notification bar at least, that you are downloading.
It isn't intuitive (IMHO), but it rewards learning (both the eDGe and Android).