leave the PC on and set up WMP in the scheduling utility to come on at the appropriate time. You might have to have been playing that track last so WMP (at least) can open it as the last in history. I'm pretty sure that you're going to get woken up to porn a coupla times a month going this route though.
Get an alarm clock with a CD player and burn the tracks you like. It'll teach you to hate the songs you wake up to.