Purchase a general burn license when you purchase your own copy of the audio. Some companies do this automatically for you, including the right to burn a specified number of copies in the purchase price of the audio track. This is the simplest way to get burn rights to individual songs. It works best if you just need a handful of copies.
Look on the sheet music of the song you want to burn, as well as on the original CD jacket, for the name of the performer, composer, sound recording company and publisher.
Contact the American Society of Composers, Authors and Publishers (ASCAP), Broadcast Music, Inc. (BMI), Society of European Stage Authors and Composers (SESAC) and Music Publishers Association (MPA) -- contact information is available on their websites. Ask them for the contact information for the publisher, composer, performer and sound recording company if it wasn't listed on the music or CD jacket, or ask them if you can purchase a burn license directly. These organizations are responsible for distributing royalties to music professionals.
Purchase your license from the organizations listed in Step 3. Alternately, use the contact information these organizations provide to send a license request and payment to the publisher, sound recording company, performer and composer. You may need to ask for, complete and send back a license request form from these organizations and individuals, depending on their protocols.