How do I download and locate the songs I have purchased with iPhone and want to have on my computer?

I have bought several songs and albums on iPhone (iTunes app) and now want to download them to my computer - how do I do it?

 

I click "Look for purchased items" and iTunes says that all the songs I have purchased have already been downloaded.

 

Please support me - I do not want to loose money again. (Last time iTunes lost 1.500 songs)

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