Why won't my album sync to my iPhone on iTunes?

So I downloaded an album on to iTunes and when I try to add the album songs on to my iPhone it doesn't do anything. It's driving me crazy, please help!

On the top right of iTunes box is a button that says Devices.
Click on it to show your iPhone. Click on your iPhone.
Now you should see a familiar Summary page to sync music, apps, etc.

Click the music tab and you can choose what to include on the phone from music.
Do the same for Apps, etc.