The songs from song.ly/2ktb4 uses a simple progressive HTTP .MP3 stream from thekimera.net.

You can copy such MP3 streams from the cache of your web-browser. Or you can find their URLs with freeware URL Snooper and them with your browser or any download manager. And of course you can download / capture them with software like Replay Media Catcher 4.

If you want to capture songs while you play them on soundcloud.com, you can use RMC 4. Just go to Tools -> Settings -> HTTP Download tweaks and add the following
Alternatively you can capture such streams with freeware WebVideoCap.