I would rather buy my music instead of stealing it. And stealing stuff can get you in a lot of trouble. Somebody might be making the music, or the video, or the screen saver or the software available for a secret reason. There could be viruses, Trojan Horse programs, backdoors, spyware or adware attached.
I think a song downloaded from Apple with iTunes is something like .99 cents. If I want a song that bad I can afford .99 cents.