My songs that I brought won't play on my iPhone 5c?

So I got an iPhone 5c & all my songs that I've brought were working just fine when I was at my place but now that I'm at my boyfriends they won't play it just won't let me click on them & then if I click on the cloud with the down facing arrow beside it a message pops up that says download over cellular & that cellular rates may apply does anyone know what this means?

Get new iphone

Just connect and sync it from itunes. I copy all my mp3 files into itunes and just copy to the phone or ipod.

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