Well i just used Http://www.imesh.com/ (if you have ever heard of that), and i think you can download the songs that are GOLD (and only legally the ones that are gold) because i beleive that you download the liscense with the song. But the other non Gold ones are definetly illeage. I dont think i broke the rules saying that, and if i did, tel me and i will edit.
This way looks legal, but warez is not permitted. Either use this thing or we can't help you. If a site or whatever come here and sees us talking of warez, we could get in trouble