music downloads

i downloaded a song on my phone (and the phone said the download was complete), assigned it to one of the playlists i have and listened to it without any problems. the next day i went to pull up the song from the playlist and noticed there was "!" preceeding the song title. i selected the song to listen to it and the only option i had, that came up was to remove the song. i downloaded the same song AGAIN and it said the download was complete. i went ahead and assigned it to the same playlist and was able to listen to it also, BUT when you go back into the playlist and select the song, it still has the "!" in front and the only option you have is to remove it from the player. any ideas on why?