CSI: Crime Scene Investigation - Season 3, Episode 15: Soundtracks

Played at the beginning of the episode where they are all at the foam party

When Brass and Grissom are being led through Lady Heathers house you can hear it playing in the background

End of episode, as Catherine is crying and Grissom arrives at Lady Heather's house

When Sara Sidle and Brass are in Tray Buchman's room, on the Sphere Hotel, just after the bath party, at the beginning of the episode. [Found with Shazam]

Grissom, Sara, Warrick investigate Trey Buckman's hotel room at the Sphere hotel

Grissom matches a stiletto to a foam dancer

Grissom is listening to the song on his headphones

Sara processes Eddie's car