Song titles should be put in quotation marks rather than italicized. Song titles are part of a larger work, such as a music album or film, and italics or underlining should only be used for longer works that can stand on their own.
Quotation marks, italics and underlining serve to set a title apart from the rest of the text. Italics and underlining are interchangeable, but they should not be used at the same time. Use them for larger works, such as books, magazines, plays or movies. Use quotation marks for short works, such as chapter or article titles, short poems, short stories and essays.