This one is pretty simple if you're musically inclined, and know a lot of songs out there. Basically you use a word from the current song listed, and transfer the word into the next song you post.
Example:
"A Day in the Life" by the Beatles
"Sounds Like Life to Me" by Darryl Worley
The word 'life' being the one transferred, and so on and so forth.
Ready, set, go!
"Its Still Rock and Roll to Me" by Billy Joel