I think you are talking about MusicMatch Jukebox, which you can obtain
here. I know the external HP CD burner my family bought a few years ago came with a HP edition of the program. If you go to the HP website or check any CD's that came with your computer, you should be able to find it. Or you could go to the site above and get the most recent version.
You shouldn't need that program to play the CD though, and I suspect that the CD has some sort of copy protection on it. Does anything on the CD packaging indicate if it is copy protected?
goates