How to download an entire album from iTunes at once?

On my iphone, I'm trying to download an album I bought, but some songs say album only, and won't let me download it, how do I download each song?

Added (1). It's the iphone3g, not 3gs. When I go to the album it says purchased, but I can't find where to download the full album

When you tap on the album it shows the amount for the whole album. On the right. Tap that and it should download all the album. If you just scrolled down and taped each single song and bought it that way, you can't get the album only songs

Poop in your hand. Rub your poop on your phone's screen. That should do the trick.

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