The song may have been encoded in a format that iPhone doesn’t support. The following audio file formats are supported by iPhone. These include formats for audiobooks and podcasting:
AAC (M4A, M4B, M4P, up to 320 Kbps)
Apple Lossless (a high-quality compressed format)
MP3 (up to 320 Kbps)
MP3 Variable Bit Rate (VBR)
WAV
AA (audible.com spoken word, formats 2, 3, and 4)
AAX (audible.com spoken word, AudibleEnhanced format)
AIFF
The following video file formats are supported by iPhone:
H.264 (Baseline Profile Level 3.0)
MPEG-4 (Simple Profile)
A song encoded using Apple Lossless format has full CD-quality sound, but takes up only about half as much space as a song encoded using AIFF or WAV format. The same song encoded in AAC or MP3 format takes up even less space. When you import music from a CD using iTunes, it’s converted to AAC format by default.
Using iTunes for Windows, you can convert nonprotected WMA files to AAC or MP3 format. This can be useful if you have a library of music encoded in WMA format.
iPhone doesn’t support WMA, MPEG Layer 1, MPEG Layer 2 audio files, or audible.com format 1.
If you have a song or video in your iTunes library that isn’t supported by iPhone, you may be able to convert it to a format iPhone supports. See iTunes Help for more information.