Great advice on the above and the easiest way to go... However if it's something else you want and can't find via the youtube licensed selections (they have already worked out deals for you in those cases)...
I can tell you, a basic 411 on the process - I worked as a Music Published for one of the top 3 and as a music supervisor for years... it's a lot of work.
You have to start with some detective work: make a list of the bands management and if they have publishing (you should be able to find this information on CD insert or online)... You can also check by reaching out to one of the performance royalties co's, usually ASCAP or BMI... I would start there. for a music license in anything you need approval from the band if they are unpublished and unsigned and both the publishing company and Record Label if they are signed.
As you can see, its A LOT of work and usually money to get approval so stick with the ones Youtube has already done the legwork on for us :D
