Accessing itunes music on new iphone?

So I bought a new iphone 5 and I'm trying to access my previously-bought songs (all on the iTunes app btw I never hooked it up to the computer) on my iphone 4. All of the purchased songs appear in my music library on my new phone but each has a cloud with an arrow pointing down next to it. About half of them disappear when I go off of Wi-Fi so I'm wondering how I can make these songs come permanatley on my library w/o having to re-buy them Thanks!

When you're connected to Wi-Fi and you see the cloud with a down arrow pointed next it it, touch the cloud. When you do that, your phone should download the song directly to your phone's storage, enabling you to listen and carry your music anywhere.

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