If you're a Mac user, you can buy songs from iTunes, or something like that. I haven't used it personally, as I don't have a Mac. I think Apple may have been thinking about allowing PC users to purchase this service, too, but I can't remember.
You can also buy songs at www.buymusic.com
, but I've never tried this either. The songs there seem a little but expensive, but if you only want one or two off of a CD, you will save some money.