Why can I only play music on my iPad if online?

Can anyone explain to me how to download my WHOLE music library from the cloud so that I can play music also when not online? Not song by song which would take weeks, but the whole library at once.. I hope question is clear enough..

That means you didn't do it properly. Use that article, make sure you do see those tracks in itunes and they do not have clouds next to them before you sync.
http://support.apple.com/kb/ht1351

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