Well if the song is even remotely popular they will know whether or not it's copyrighted. You might be able to purchase the rights to play the song on your site but I imagine that would be incredibly expensive.
A US fast food chain quit singing "Happy Birthday to You." due to copyright issues. The alternative would be to pay a royalty each time song was sung. Time was you could find large midi collections online but this is not the case now.
if that song is Copyrighted by other(not by u) then it is illegal.... Read their guidelines carefully buddy...