How to get mp3 files form Saavn app
It will vary depending on your phone and version of android. But in Settings>Applications>Saavn you should find a Move to SD button which will move the app and its data to the SD card.

If the app was preinstalled on your phone the button will not be there since the app probably cannot be moved out of the system partition. In which case, I recommend clearing the app's cache and using a different service that can be installed on the SD card.