Quite honestly, I don't trust the answer from Mike C nor the guy above him. The fact that he even mentioned Kazaa leads me to believe the others he has recommended are also bad, because Kazaa is a bad one. The best one to you use is Napster. They charge a monthly subscription fee but you are not going to have to worry about spyware or other things getting into your system and ruining your computer. Napster is completely safe and fully legal. I have been a Napster user for a few years now on their paid subscription and I love it It's very easy to stream music, download songs, burn to a CD, etc. I think it's about $12-$14 per month. Another option would be to visit youtube.com and just do a search for the song you want and then save the videos. But, Napster is awesome! I can't live without it.
By the way, in response to the comment left by "Johnny13", he has given you some good advice to download Avast. I also use Avast--it is a free anti virus protection scanner which in my opinion is better than Norton & McAfee. As for "Frostwire", I cannot comment on that because I’ve never used it. It's not only a virus that can adversely affect your PC, but there could be spyware imbedded into the program after you download it. That's why I suggest Napster; you won't have to worry about any of that.
As good as Avast is, it does not detect spyware. To detect spyware, you can run a scan using a program called “Adaware” (made by Lavasoft). You can usually remove spyware using Adaware.