I just finished playing Alan Wake the other day and had a blast.  The only problem was that while the fourth episode was amazing, in my opinion, I found myself wanting to listen to the rock song that's played without having to replay the section.   
 
I started looking into the soundtrack and did end up bidding for it on Ebay, I also found out that it didn't have this song on it.  After a "WTF?" moment that was apparently shared by other forum-frequenters, I remembered that I was on the internet and that where there's info, there's a way to get it.  
 
What I eventually found was a website, oldgodsofasgard.com.  This little guy not only has the song I was looking for, Children of the Elder God, but also features The Poet and the Muse, another song by the Old Gods of Asgard. 
 
If anyone reads this, I hope that you're an Alan Wake fan and that you enjoy the website. 
 
-Ian James