no, some people think you can do this, but this is a myth. Once all the parts of a song i.e. instruments, vocals, drums etc have been 'mixed down'in a recording studio they cannot be separated again. You can lift samples i.e short parts of the song out, but the sample will contain all the parts playing in the song at that time.
If you want clean single instrument samples then there are many special CD's designed for home studio fans that contain nothing but samples for you to lift and play around with at your leisure. Check out the specialist home recording mags for these. Have fun.