Listen to a brief section of the song in which the note is located. You can isolate the section by pausing the song just after the note occurs and backing it up bit by bit to replay the section. Computer media players often have a bar in which you can drag the icon backwards to replay a section, or you can press and hold down the search button on your CD player.
Try to hum the note that you want to find.
Play a key on a piano or keyboard that you think might be close to the note. (You may have to skip to this step if you can't hum the note.)
Adjust the note you play, if necessary. If it sounds higher than the note on the recording, then play a key to the left of what you just played. If it sounds lower, then try a key to the right.
Continue to move incrementally up and down the keyboard until the note you play is the same as the note in the song.