already 'Chrisb' has given a very neat answer. But you can also try this one...
The EXCEPT operand (http://msdn.microsoft.com/en-us/library/ms188055.aspx)
Select Top(@TopWhat) *
from tbl_SongsPlayed
Except Select Top(1) *
from tbl_SongsPlayed
where Station = @Station
order by DateTimePlayed DESC
'Not In' was another clause that can be used.