Find them on Youtube and use Freemake Video Downloader to download, the use Switchsound File converter to covert the video to an mp3 sound file, the put it on ur mp3 player.
just go to mp3 download sites
and type in the name of the anime i usually use mp3raid i get all my vampire knight songs from there
or go to catch video.net and convert the youtube file into a mp3 format(just audio)