The item may still be awaiting download in your account. To learn how how to resume a download that has been interrupted, read:
How to resume interrupted iTunes Store downloads
http://support.apple.com/kb/HT1725
If you don't see your song there, you may be able to redownload it via iTunes in the Cloud(depending on where you live):
Downloading past purchases from the App Store, iBooks Store, and iTunes Store
http://support.apple.com/kb/HT2519