How do you get music that isn't at the library- do you have to download it to I-tunes or windows media player?

I normally get CDs from the library and then listen to them, but sometimes the songs I want aren't there. How do you get them if they aren't on the Internet? How do you get music that isn't at the library- do you have to download it to I-tunes or windows media player?
Check out MP3Lingo.com support page. They have great customer support and don't check if you already have an account with them or not. They respond fast and wont charge you for support if you just pretend like you are a member. If that doesn't work, you can just sign up and get music through them. It's very cheap and they have a ton of music. Try it out when you get a chance, www.mp3lingo.com.