I used Boat Browser to download that MP3 file and set the Download Directory to Amazon/extSD and it went there without a hitch. This download issue with newer Android Devices has been discussed a lot over in the Amazon.Com Customer Discussion forums
. Short of rooting your device and using a workaround found over at xda-developers or using an on device file manager to move the folders yourself the Amazon MP3 player just doesn't work the way it used to. Now you see why I actually purchase CDs and rip them myself.