Just wanting to share this with some people who may be interested. There is an app in the android market named 'MP3 Music Download' (it does what it says).
Once you have downloaded the app you can search for songs and play them directly from the source and you can also download them directly on to your android device. it is a very good and handy app as it saves time if you hear a song and want it on your device like ASAP.
Check it out yourselves