DL'd whole album files all in one huge ttrack(?)

  I'm running XP Home & WMP9. When I download an entire album from a file
sharing site it comes in the form of  one track, for the whole album.
  How can I break-down this one huge track into the original number of
tracks (songs) ? Everywhere it's just 1 long track,  on the WMP Media
Library, in the My Music files and when I burn a new CD! I'll be eternally
greatful for some help here.
                                   Thanks