Purchased and downloaded session bass jam bass and wont load

Check that your Kontakt version is at least 8.2 or higher. If you're running an older version you'll need to update it to the latest version. If you're using a DAW check if the product loads in Kontakt standalone first, and check that the version of Kontakt being loaded in the DAW is also 8.2 or higher.

If everything is up to date let us know what versions of DAW/OS/Kontakt you're running so we can help more.