"US CODE COLLECTION, CHAPTER 10 - DIGITAL AUDIO RECORDING DEVICES AND MEDIA" states as follows:

“No action may be brought under this title alleging infringement of copyright based on the manufacture, importation, or distribution of a digital audio recording device, a digital audio recording medium, an analog recording device, or an analog recording medium, or based on the noncommercial use by a consumer of such a device or medium for making digital musical recordings or analog musical recordings.“

So generally, downloading copyrighted music is highly legal as long as you don't burn it to a CD/sell it.

"Stephen Wolfram is the creator of Mathematica and is widely regarded as the most important innovator in scientific and technical computing today." - Stephen Wolfram