Simple. You quote a line from a song, the next person quotes the next line from that song, and then quotes a line from another song (or the same song. Doesn't matter really ).

I'll start with something easy -

Take me down to the paradise city...

Guns and Roses - Paradise city


My lyrics-

Its a thief in the night to come and grab you
It can creep up inside you and consume you
a disease of the mind it can control you
Its to close for comfort

Rihanna - Disturbia

Lyrics:

I try to make it through my life
In my way
There's you
I try to make it through these lies
That's all I do

Just don't deny it,
Don't try to fight this ,and deal with it
and that's just part of it,

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BON JOVI -ALWAYS

This romeo is bleeding
But you can't see his blood
It's nothing but some feelings
That this old dog kicked up