Yes. the rights to use the music are owned by the copyright holder regardless of where you use the product, subject to some limited exceptions under the doctrine of "fair use". It depends won who owns the rights as to how you actually obtain the license, however there are a number of companies that aggregate music rights. Check out for example http://www.bmi.com/licensing/ - where you enter the music, your proposed use etc. and then you get a price. Some music is free, but be careful, even most music on YouTube is subject to restrictions (under the Creative Commons licenses, see http://www.youtube.com/t/creative_commons).