You should have gotten a Purchase Confirmed e-mail. In that e-mail, it tells you to go to
On that screen, you'll log in and you will see your purchase. Under the heading that says something like David Gray: Lost And Found Dublin 2011 Album, click the Print button. That should download a PDF file that has your instructions. It will tell you to go to a link that says something like http://gr.pn/xxxxxxx. It will also have a Promotional Code on the right side of the PDF page. Type that link http://gr.pn.xxxxxxx link into your internet browser window. That will take you to another page (most likely http://groupon.rcrdlbl.com/davidgray/index.html) where you will enter your name, e-mail address, date of birth, Groupon code (the Promotional Code I mentioned earlier), and a ZIP code. (Looks like you're out of the UK? If so, I'd just try entering a US zip code like New York's - 10101 - if your UK address doesn't work.)
Kind of longwinded, I know, but that should do it.