If you are talking about "Ten Cents A Dance" I think it's recorded 1930, so I think it's free to be used now. I believe it's 70-years after the artist have died that the copyright expires and it is then free for everyone.
http://en.wikipedia.org/wiki/Berne_Convention
In Bioshock 2 there are several songs that play during loading screens. All seems to be very old.
Is there any way to know FOR SURE if the music doesn't have copyright?
I don't want any trouble.. lol
And yes. Ten Cents a Dance is one of them <img src="{SMILIES_PATH}/icon_e_smile.gif" alt=":)" title="Smile">