imho Limewire is the best P2P file sharing program.
The first time you run it a box will open asking if you want to be notified if the material is copyrighted.
Most files that have a .exe extension are trojan downloader virus, so make sure you have virus protection if you download that type of file and try to open.
Stick to MP3 and WMA and you'll be fine.
It also has a pause and resume feature if you want to stop and start at another time.
It's also guaranteed clean install with no bundled software, which is important.

Limewire appears to be the dominant Napster-replacement for the time being. However, be advised they were sued big-time in August 2006 for copyright infringment, etc., like napster was. Several other sites named in the suit but Limewire is who they want. Everything else still pending.

Notwithstanding the site's various disclaimers, basically anything you do there will be illegal.

The best really legal music download site I've found is eMusic.com, which offers high-quality, DRM-free MP3's of independent music at low rates. There are also some extremely cheap Russian MP3 vendors, but these violate international copyright laws. Otherwise I use Walmart.com for most single tracks and get everything else from iTunes, and I use the tolerably lossy burn-rip method to disable the DRM. It's often cheaper to buy whole albums used from eBay or Amazon.com, or new from YourMusic.com.

Limewire is easiest....

I bought an Itunes card and downloaded 11 songs. They transfer nicely to my generic MP3 player and play well. The problem is I can't burn them to a cd for backups or to play in my car. I emailed Itunes and said that since I paid for them I should be able to put them on a cd for backup and my car. I never got an answer. They are MP4 files. How can I put them on a cd? If my hard drive or PC crashes I am out the $$$ I paid for the songs!!!

With iTunes, you don't really own the song. You own limited use of it. Believe that's limited to seven burns or transfers -- as music only. And forget modifying it in any way.

Mine burn to CD (music CD) with no problem. However, will NOT burn as data for backup which is what I think you'd like to do.

You need to change them from MP4 to MP3 files to get rid of the DRM. In iTunes do edit-preferences-advanced-importing and burning and change to MP3. iTunes will still download as MP4 but you can burn them as MP3. These backup just fine once they are MP3 and not MP4.

I like Kazaa, and they had a deal on a long term membership for pretty cheap. Don't remember the specs, but check them out.

Thanks to all who responded, I once was warned tha Kazaa was nortorious for having infected virus files. True or not?

True

Very true...loaded with junk. Not nice people.

I use Walmart .88 cents a song and love it!..I used to use those free down loads sites..until it crashed my computer..Never again!

I've used Napster, WinMX and now LimeWire and between me and my daughter have downloaded over 6,000 tunes and never had a problem.
A little caution is all that is needed.

Tuezday1....

My iTunes purchases arrive on my machine as "protected AAC audio files". Cannot change preferences for them to arrive any other way and cannot modify them in any way once received. Are you able to specify receipt-type from iTunes and/or modify once received? (I'm using Intel iMac)