So why don't you tell everyone what the theme is then, so we can help you out?
As far as getting the song off of the internet into your audio editor, if on Mac you could use audio hijack (thats what I use and I think it does its job well) or use the built in recorder on Audacity if you run Windows. Assuming your computer has a sound card that allows you to do this, you can select 'Wave out', hit record and play the song on the website you found. The computer will record the sound internally, rather than through the microphone so the result will be pristine sound quality.
Hope this helped