Cant listen to Xbox music offline using 920

[wp8nyc]

I have downloaded a number of songs on my Surface and im trying to listen to them on my 920 offline - they all show up but when I go to play a song I get an error. If I am connected to wifi/LTE they play as they should.

Anyone help me out with this? Do I have to download them on my lumia?

 

[MaulerX]

Yes, you also have to download them on your 920. Downloading on your Surface will not automatically download them on your phone.