You'll be honouring the copyright laws, of course?
You need a program like Limewire. It's free and easy to use. You will, however, expose yourself to viruses, and you'll need to burn the files onto disc unless your PC is invited to the party. It has a search function that allows to to find songs by title, artist, genre, etc.
By clicking on the User Name, you will requery the forum for that user. You will see everything that he or she has posted with that Mudcat name.
By clicking on the Thread Name, you will be sent to the Forum on that thread as if you selected it from the main Mudcat Forum page.
By clicking on the Subject, you will also go to the thread as if you selected it from the original Forum page, but also go directly to that particular message.
By clicking on the Date (Posted), you will dig out every message posted that day.