Im using a pda...From Palm Tungsten T2..

Was wondering if is there any place where i can download the software to listen music for free to place it inside?

It just so happens that Palm has bundled RealOne Player with the Tungsten T2. Check the CDs that cam with your PDA and if you can't find it, you can download it here:
http://www.realnetworks.com/industries/serviceproviders/mobile/products/player/palm/index.html

And don't worry, it's free.