You can download a music-sharing program such as iTunes, Puretracks or MusicGiants. Search for and purchase music using your downloaded program. Or search for online music stores like Urge or Napster and subscribe for a monthly fee, usually $10-$15. Then download songs from the website, which will give you unlimited access to millions of songs.
Decide on one of the two options and then either sign up on the site or download the program. Set up your account by filling in your bank or credit card details and begin downloading your chosen music.
Listen to your downloaded music through your computer or import it to an MP3 player. You can also burn the music to a CD using a program like iTunes or Windows Media Player.