Yes, you need a music editing prog like goldwave (there are lots of others) at click here then load the dloaded track in the prog. you will see in the window what looks like someone having serious heart problems. Every so often there will be a small break (sometimes very small, look carefully) this denotes where one track ends and the next starts. Now, select the wave pattern inbetween these breaks and save as whatever the name of the song is.
This sounds a lot more complicated than it really is, as I've not explained it very well, but I hope you get the idea.