I would stay away from the p2p programs like kazaa and winmx and limewire etc etc.. Usually you'll get a crappy file that is either sped up, part of the song but looped, or another file altogether different than what you originally searched for.
Your best bet are Torrents, like suggested above (the pirate bay, or torrentspy)
But first you need a little instruction. I'll assume you know your way around a mouse and the internet so go here first and get this program which enables you to download
(sorry if i was supposed to post that in html, i'm new)
now head over to www.torrentspy.com and search for whatever you desire. Once you find the file you want you'll want to pay attention to the seeders and downloaders. Seeders have the file at 100% and downloaders are well, downloaders. The higher the seeds the more likly the chances of faster download speeds.
After clicking the link you'll see a "download torrent" button. Click it, open the file with "ABC" and thats pretty much all there is to it.
In ABC there is a preference section, under File i believe whereby you can set your desired destination folder.
You get the full album, this is not a place to get individual songs. I must say the time of the individual song download is long passe.
At any rate, you'll find your that the file you downloaded will either come in .mp3 form, which is handy - or in .rar format.
Not to fear .rar is harmless. Head on over to here:
and download the "graphic and command line" install. Now all you've got to do is double click the .rar file that you downloaded, find the extract button at the top and extract the files to your desired destination. The files will now be in .mp3 format.
sounds a little hectic - but if you've got 30 gigs to fill up this will be a lifesaver.