Did you encode the song yourself from the CD? Or did you download it?
If you have the CD, then just re-encode that one song and replace the corrupted version on your MP3 player. If you downloaded it, then it could be one of two issues:
1. The MP3 file itself is corrupted on the site that I assume you purchased it from.
2. The MP3 file became corrupted as you were downloading it.
#2 doesn't really happen often, but it can happen. It happened to me once from what I can remember. I downloaded a large patch file once, then tried to install it. I more or less got an invalid application error. I downloaded it again and it was fine.
You can try to contact customer support (assuming you purchased the downloaded song) and tell them the issue you are having.