I've tried playing some random set lists in the challenge mode, yet some songs, like AC/DC's The Jack aren't loading and kicking me out of the set in the middle of it. 
 
I also tried starting The Jack from the quick play menu, and the game shuddered to a crawl before telling me it couldn't load it. 
 
Any suggestions? 

Maybe try clearing your system's cache and/or redownloading the data? Haven't tried that song yet, but I've had no such issues.

yep, clearing the cache seemed to work.