If the identity of the ballad is known -- for example, if it was mentioned previously -- use the definite article "the". Otherwise, use the indefinite article "a".
A: "I can see a cat over there."
B: "What is the cat doing?"
When A speaks, the identity of the cat is unknown. When B speaks, he says "the cat" because he is talking about the cat that A can see. From now on, both A and B will talk about "the cat" for the rest of the conversation.
"Have you ever met the Queen of England?"
There is only one Queen of England, so we use "the" --her identity is well known to us all.