Can't move an MP3 track from VLC to "Desktop"

[Houghton Yooper]

I downloaded a .ZIP file of a CD I bought using the retailers codes. I downloaded it to my desktop. VLC will open it and play it, but all ten songs show up on the playlist. I want to "move" "send" or "copy" track #3 to the desktop by itself - to separate it from the group of 10 songs so I can put track #3 on a thumb drive all by itself. I can't figure out how to do it. I tried "dragging and dropping" it to the desktop, etc. I read the forums and couldn't find an answer. I have Windows XP Pro service pack 3 and VLC 2.0.3 Any help would be greatly appreciated! Thank you, and I hope I'm not breaking any rules, I'm not real computer savvy.