You can re-download the file again, it might have got corrupted as it was downloading.
You can save your music wherever you like. The "My Music" folder is a regular folder, just like any other; music in there will play no different than in other locations, unless you have software that expects music to be in that folder. You should see a shortcut to "My Music" in your Start Menu.
I would sue someone who destroyed my data while "fixing" my PC. It's not ok to screw up like that. People should admit if they are clueless, instead of taking money and apologizing afterwards. I'm baffled that people do this and get away with it.