Hi,
Basically you need to establish a communication between a storage device in which the songs are stored. SDcard is the best option.
The following link provides details of interfacing an SDcard with 8051.
http://www.8051projects.net/mmc-sd-interface-fat16/
It is difficult to play an MP3 file using 8051, since it requires decoding algorithm and enough memory for huge buffers. Although if you google for .wav file players using 8051, you can find so many of them.