MR

It's free and legal. You cant download songs but you can stream them.

I downloaded it before and have just been listening to Neal Schon for the past couple of hours. Apperently it's legal because the artist get paid royalities every time you stream one of their songs. I'm loving it anyways. The layout if very similar to the Itunes media player.

www.spotify.com

Their Advertising and such helps pay their ASCAP and BMI fees. There are a few other sites like this. It's legal, like you said.