No. Downloading music on any P2P program is illegal, whether you pay for the SOFTWARE or not...you are not paying for the music. The only places downloading music is illegal is if it is not copyrighted (which in this day and age is virtually all music) or if you PURCHASE the songs on iTunes, Amazon..etc etc.
You pay for LimeWire Pro to get them to undo restrictions on bandwidth and ads. That's all.
And yes, downloading any copyrighted material is illegal in most all places...although, I have yet to find someone who doesn't have P2P that doesn't use it for illegal activities...