raw headless data to mp3 how?

[homerecording]

i downloaded this song from a newsgroup and the extention was .mp3 but when i tried to play it.the program told me that it was raw headless data.how do i convert this file to an mp3 thats playable.is there some software that does this and if so how do i do it.
thankyou to anyone who is willing to help as i'm only new to this and need all the help i can get
nick