You can login to the website outside of EW and go to your account and then media and download it from there. 

Any media you purchased will be available under the Store button on the toolbar in EasyWorship also.

Click on Store

Then click on My Account in the top corner and sign in

Then click on Media

Then click on Browse all Media

Check the box on the left for My Media

You can then click Download on any purchased media and it will add it directly to the media tab in EW.

I mentioned to our web developers that we need an easier way to get to the purchased media in the software, so we are looking into that.