Oh now...that's so simple...

Assuming you want to have a song....you could just look for it on youtube, play the video and while you play it on youtube record it with your windows sound recorder (or whatever you are using).

It does work, you only need to make sure you change your sound settings:

http://www.youtube.com/watch?v=zg3vs7oh32s

or:

http://www.download.com/1770-2001_4-0.html?query=sound+recorder&tag=srch&searchtype=downloads

Or alternatively you could just use BitTorrents and download whatever you want for nuffink.