Grudgingly, Music Labels Sell Their Songs Online

Increasingly desperate to woo customers away from an Internet music piracy party that shows no signs of abating, several major record labels have resolved to make more music legally available for less money online — even if it means sacrificing lucrative CD sales.

For the music industry, it is a turning point. For consumers, it means the advent of new ways to buy music, including the closest approximation so far of a "celestial jukebox," where they can search for and listen to a vast range of recorded music at low cost.
(...)

The Universal Music Group plans to announce today that it has licensed its catalog to Listen.com, making Listen.com the first to provide customers access to the catalogs of all five major labels over the Internet for under $10 a month. Other services are making individual songs cheaper to get and easier to burn to CD's legally.
[read more]

I read this and went right on over to listen.com to check it out.

Simple, fast, and reliable, Rhapsody gives you unlimited access to one of the largest digital music collections in the world. Listen to complete albums. Create custom playlists. Play what you want, when you want. Rhapsody is the ONLY music subscription service that gives you unlimited playback of your music. Combine that with Internet radio and in-depth artist info, and you've got the one service that does it all. Are you ready? Start your Rhapsody experience today.

Very interesting. I signed up for under $10 per month. It lets you listen, but not burn. This is for those with ample bandwidth — it streams at 128kbs for CD quality. I've been using this all afternoon and been thinking about it. Not being able to burn isn't a big a thing as I first thought. I can listen to the entire catalog whenever and for however long I want for $9.95 a month. I have the sound from my computer running through my stereo so the the sound is very good.

Of course, if you happened to have a decent sound recording program such as Sound Forge, or even some indecent ones that cost a lot less, you could record the sound into a .wav file and then burn that.

You can sign up for a free 7 day trial. You get full access but can only listen to 30 second clips. It lets you see what they have and how it works. I really like it.