Visit the official website, record label or MySpace page of the artist who performs the song you wish to purchase.
Preview the song you wish to download. Songs are usually found on online music players, which allow you to preview them before purchase.
Click on the "Buy" or "Purchase" option for the song. You will most likely be directed to an external digital music service, such as iTunes or Amazon.
Click on the "Buy" option next to the song you wish to purchase on the iTunes or Amazon page. If you have never used any of these services, follow the directions on the site to sign up for a new account. After logging into your account and making the purchase, the song should start downloading to your computer.
Check the artist's website to see if it sells physical copies of the single if you'd prefer the CD or vinyl single. You can also buy single songs from records directly from websites like Amazon and eBay.
Visit a music store if you can't find the single song online. Some stores still sell CD singles. If you have no luck at a music store, visit thrift shops and record fairs to find more obscure and older single songs.