A really cool feature in the newer Fords is, while listening to the HD Radio is you can tag a song if you have MyFord Touch with SYNC.
MyFordTouch-Screen_Wallpaper-sm
If your are listening to a song and you want to listen to it on iTunes and then maybe buy it, just use the Tag feature. If you don’t already have that option turned on, go into settings and turn it on.
1. Press AM or FM > Options > TAG Button > On.

2. When you hear a song you like, touch TAG. The system lets you tag up to 100 songs.
3. The system automatically saves the song’s information and transfers it to your portable music player (if supported) when you connect it to the system using a USB cable. The system automatically transfers the tag to your player (if already connected) and a pop-up confirms the transfer. At this point it resets the MyFord Touch with SYNC to allow 100 tags.

Now here is the part most people have a hard time with as the information in the manual is very vague.
Connect your ipod/iPhone or any supported device to the PC or Mac that you sync with and sync it. If (you must be) you are logged into iTunes, you will now be able to view the songs in a new Playlist named TAGGED.

If you have synced the device you can click the Library icon (upper right near the top) and it will bring up another screen that shows the added playlist.

Now you can preview and buy it!