But - panic over. There's now an app called Shazam that lets you identify exactly what the music is you're listening to - and then you can instantly download it. How cool is that?
It's free to download and you can use it on every major mobile platform - iPhones, iPads, Blackberry, Nokia, Android and Windows Phones.
James Bond - aka Daniel Craig - even talked about Shazam on Saturday Night Live the other day. There's also a Shazam Facebook page to check out.
I downloaded the Shazam app a couple of weeks ago and used it almost immediately when I heard some music I liked in a coffee shop. It's going to revolutionise my music lists on my iPhone!
Image credit top Alex Beckett