This was a tricky one, not because of how little info you have, but how much.

The song you're looking for is "Cry" by Godley & Creme. The full line you're referring to is: "You don't know how to play the game, you cheat, you lie, you make me wanna cry." 

It was tricky because the song appeared in the episode you describe, titled "Definitely Miami" (from the show's second season), which did, in fact, star Ted Nugent -- along with Philip Michael Thomas and Don Johnson, of course -- as the bad-guy drug dealer. It also featured one of his songs, but at a different point in the episode (the song was "Angry Young Man"). If you hadn't mentioned the lyrics, I might not have known the difference. 

It would have been easy to assume it was Nugent singing your song as well, especially since he had such a strong relationship with the "Miami Vice" producers -- another of his songs, "Little Miss Dangerous" from the album of the same name, appeared in a different episode (which the producers also named "Little Miss Dangerous"). 

Godley & Creme are also much less famous than Nugent. They had a couple of singles in the '80s that did better in their native Britain than they did over here, but that's about it.

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