Like on Apple's iTunes, which launched in the US in May, surfers will be able to download more than 200,000 songs.
Music fans in the UK, France and Germany will be able to use the site, which will also sell albums.
Record companies have blamed the many illegal music download sites for a fall in single sales.
Illegal sites
Services like Napster have been shut down because they were breaking strict laws about providing music - although Napster itself will relaunch this year, this time legally.
The big companies hope that sites like Music Club will get people to start paying for their music again.