Make Custom Field Into A Link On The Front End?

I have set some custom field ‘artist’ and ‘song-name’ displaying like:

Artist: <user input>
Song Name: <user input>

My question, how do you make the on artist and song name into a clickable link? Such that when the artist name is clicked for example, it will bring up the page with all posts of that artist name? Thinking about it, its kinda like the_category() or get_category_link, only I am using custom fields.

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This is better accomplished by registering a new taxonomy. You get all of the advantages of categories and tags without the hassle of custom fields.

Codex: register_taxonomy

Tutorial: How to Create Custom Taxonomies in WordPress 3

These are two very different data relationships: Each song may be assigned to more than one artist – it is a 1:n relationship. But each song has just one title – a 1:1 relationship.

So use a basic meta field (post meta) for the title or even just the title field.

And use a custom taxonomy for artists. Look at the very similar question about quote authors to get an idea how this could be done.