How Do I Work With Common And Proper Nouns?

Question

Common nouns name persons, places, things and ideas.
Examples: man, friend, librarian, aunt, giraffe, ant, school, city, table, computer, beauty, religion, sadness.

Proper nouns name specific persons, places, things, and ideas. Proper nouns are capitalized.
Examples: Mr. Harding, Pat, Ms. McNeal, Aunt Lorraine, Caldwell School, Prague, Dell, Islam.

This site has more information.

http://www.einfoweb.com/grammar/nouns/cp.html

When writing titles of songs and albums which do you capitalize or underline?