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Music downloaded to the SD card is saying wrong format how can I fix

Rhapsody I went advance setting, choose music download location,( storage/external_SD/Android/data/com.rhapsody/files)
When I go to file manager and get to files touch a track it says [cannot display PDF( tra.42484219 is of invalid format)]
 


Went to advance setting in rhapsody choose destination, went to file manager to that destination, when I touch tra it reads cannot display PDF tra is of invalid format
 


Oh I play them through the app but the memory space is on the SD card and not the phone correct?