I had the same problem so (assuming under the Purchased items in the Store you have a song stuck at 'Downloading'):
I went to Music, then Artists.
From there I chose the album.
The song that failed to download had the cloud symbol next to it.
I clicked the cloud symbol and the song completed the download for me.
(Please note this was in iTunes for Windows - I expect it to be similar in iTunes for Apple)
Message was edited by: UbergeekRFC - parenthetical note added
Message was edited by: UbergeekRFC - added note about song stuck as downloading