Download and install a digital music service application like iTunes (itunes.com) or LimeWire (limewire.com).
Open the digital music service application and create a new account. Enter your name, email address, credit card information and any other information the service requests.
Log in to your account at the digital music service.
Enter the name of the song you are looking for into the application's search bar. You can also try entering the individual song's recording artist or album on which the song appears.
Click on the "Purchase" or "Buy" option located next to the individual song you want to download. Follow any extra directions the service requires of you to confirm your purchase.