If it hasn't downloaded then have you tried the Store > Check For Available Downloads menu option to see if that downloads it, or does it show under the Purchased link under Quick Links on the right-hand side of the iTunes store home page on your computer's iTunes for (re-)downloading ?
If not see if it appears in your purchase history, and if it does use the 'report a problem' link from there to contact iTunes Support : log into your account on your computer's iTunes via the Store > View Account menu option and you should then see a Purchase History section with a 'see all' link to the right of it ; click on that and you should see a list of your purchases ; find that song and use the 'Report a Problem' link and fill in details about the problem (iTunes support should reply within, I think, about 24 hours).
If the 'report a problem' link doesn't work (it's been taking some people to this site on a browser instead of showing a form in iTunes) then you can try contacting iTunes support via this page : http://www.apple.com/support/itunes/contact/- click on Contact iTunes Store Support on the right-hand side of the page.
