Confirm the artist and song title. You can do this by asking a friend, performing an Internet search of the lyrics, or even through sound identification software. Many mobile-phone applications now identify songs (and link to downloads) simply by "hearing" a song.
Decide where you want to play it. Downloads come in several formats, so make sure to search for formats that will work with the device you will use to play the song.
Decide whether you're willing to pay. Many songs you want are available for a free, legal, and legitimate download, but if not, you will have to pay (individual downloads are commonly 99 cents or less).
Go to the artist's official website. Popular artists such as Radiohead and The Smashing Pumpkins offer free downloads from their websites, and many small artists do the same to improve people's access to their music.
Find the song on MySpace. Visit music.myspace.com and type the artist or song name in the search engine, which as of October 2009 was located directly under the main picture. You can add most songs to the player on MySpace, and the song also may be available for free or for a fee through a third-party service. Snocap and Nimbit are two popular third-party services.
Find the song on Purevolume. Purevolume.com is a site similar to MySpace but more tailored toward musicians. To see whether an artist is on Purevolume, type the artist's name in the search box, which as of October 2009 was in the top right-hand corner of the main page.
Use a legal, paid download service such as iTunes or Rhapsody. iTunes requires you to download free software; to download it, click the Download iTunes button at the top right-hand corner of ITunes.com and follow your computer's prompts. To search for music on Rhapsody, type the artist or song name in the search engine at the top of the main page.