go look for bit torrent, you'll very quickly find that client. Install it.
Then go to torrentz.com and search for what you want.
Download it and congrats, you just got your song.
Few tips, do this too much or too often and you will lose your internet. Downloading programs runs a higher risk of hidden viruses. Downloading Disney movies gets you a nice little email saying if you don't delete it you will lose your internet from the provider forever.
There are other things to be careful of, but I'll let you find them^^
Good luck