You might try searching torrent sites. If you find the song you seek, click "download this torrent" (should appear on the webpage); when dialog box opens select "open" (not "save") and you will see the file appear in the LW download window.

LW can handle only a few torrents at once, so it is not nearly as good as uTorrent or Vuze (Azureus), but will work fine if you only want a few. You can Google for torrent sites.