If you have a backup file and you chose to backup all, you can connect to Link and restore certain files. On the newest version of Link, anyway. However, where did you store your music? On your device? Then you can restore it. If you save your music on your SD card and it's gone then you need to find a backup of the card.
I have this dreadful feeling that restoring 1 file only works if you had the new BBLink. I say dreadful because it was with an old one and the new BBLink didn't offer the option. It said everything.