Spotify is a program you can download and install on your computer, which allows you to listen to thousands of songs for free. It also gives information about the albums those songs came from, and the artists. There are both paid and free versions; with the free version (which I have), you can listen but you can't download and keep a song, and the program plays advertisements after every 5th song or so.

Spotify pays some money to the artists but I've heard it's very small. Artists (or their representatives) can choose whether to allow Spotify to carry their songs or not.

I don't think Spotify is available in all countries, due to varying copyright laws, and methods of paying artists, etc.