Thanks in advance. You can find info on licensing for music at the BMI web site. These two should do it for you. I imagine you would be involved in the mechanical copyright, and what you will have to do is contact both the publisher of the music and obtain permission to use it. To find out who the publishers are, my first step would be to contact the local Royalty Collection agency in your country.
Most countries have only one agency but some have two, one for each type.
Some have links, others will need to be looked up in the Phone book. Then ask them about the particular music you are interested in and the will point you in the right direction. As to performance roylaties of music played over the internet, check here . I really don't remember which is which, just that there was a procedure each time a piece of music was copyrighted. They're not terribly good with classical music, but if you don't find it my guess is that an email to them will cause them to find it for you.