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I live in Canada. I want to record a cd with music jazz standards like Fever, Misty, Skylark, etc, how do I pay for the permission of copyrighted songs. Why is it so difficult to figure this out?

I’m a high school student and my film was chosen to be put in the AFI Dallas film festival. The only problem is I need to get permission from the people who hold the copyrights to the music I used. I have some Janis Joplin, some Beatles, some Yann Tiersen (the person who scored the movie Amélie), and maybe a few others.
I don’t even know where to start!