How to save a music file to the Music app on the iPhone?

I sent a song to my email and went on my iPhone, I was able to listen to the song but it did not give me the option to save it to my music. Does anyone know if there's a way to do this?

Pretty sure you have to use itunes

Yup - connect your iPhone thru iTunes, and then you can see all the files on it, and where they are. Drag your song out of your Mail attachment, and put it in Music. *Might* have to save it in Music in iTunes first - not a bad idea anyway, in case things go bad - you will have a copy.

You're going to have to have it in your iTunes library in order to get the song on your iPhone music app. In order to do this, save the file to the same computer that you have your iTunes on and then open up iTunes. Once there, go to your music library and press ctrl+O (command+O on mac). Browse for your file and then click "open". The file is now on your iTunes library where you can just drag it into your phone under "devices".

Note: When the song is finally in your iTunes library, the title of the file might be a little weird. In order to fix this, right click the song and click on "get info" under the info tab, you can edit the title, album, and artist. You can also put in the album cover under the artwork tab.