Remember (Walkin' In The Sand), by The Shangri-Las

This song appears in Cold Case's episode 7 from season 1. The episode is called "A Time to Hate".  

Grooveshark: The Shangri-Las – Remember (Walkin' In The Sand)

Spotify: The Shangri-Las – Remember (Walkin' In The Sand)

About this song (from wikipedia):

"Remember (Walking in the Sand)" is a song written by George "Shadow" Morton and originally recorded in 1964 by The Shangri-Las.

Buy this song in Amazon