Sadly, there's no simple answer for this one.There are about 20 jillion formats that sound files are stored in. I would strongly suggest that you determine which format that the song is in, and then find the site that has the program you need.
To put it in simpler terms, it's a bit like the different formats that exist for physical music... CD, LP, cassette, etc... The player for one doesn't generally work for the others, although sometimes you can get a big toy that will play a couple of different types.
Try looking for: RealAudio/player, Quicktime, MIDI, and a whole lot more.
Sorry I can't be of more assistance.
M