MusicNet is the largest paid-for site to launch since the end of Napster.
That was a file-swapping site which allowed fans to download tracks for free.
But it was shut down because songs were being passed around without the artists' permission - and without the artists getting money for them.
Madonna and Kylie
MusicNet is backed by Warner, EMI and German company Bertelsmann - whose stars include Madonna, Robbie and The Corrs.
But users might go back to the free sites (which are now illegal) if the record companies don't put all their music online.
The other two major record labels, Sony and Vivendi Universal, will launch their version, Pressplay, early next year.