God bless you in advance if you can make out the singer & song. It has a melancholic piano with a female singing - some of the lyrics include 'It's a funny kind of funny, it's a funny kind of sad ...blah, blah, blah, ...the best I ever had' I can't remember the rest!
It sounds like 'Mad World' with Gary Jules singing - he has a pretty light voice - maybe you thought it was a woman? Otherwise there's another version of which I am unaware, but that is definitely the song you are looking for.
'I think it's kinda funny, I think it's kinda sad, that the dreams where I am dying are the best I ever had'. Mad World - slow version by Gary Jules, reached No.1 last Christmas. Original, electropop version was by Tears For Fears, 1982.
There is a version circulating by Alex Parks, from fame academy, who is certainly a woman. It's on Kaazaa so it must be a b-side or album track of hers somewhere.