Some ways on avoiding stealing music are:
Read user agreements carefully.
Check the Web sites of the musicians, record companies, or movie studios to see if they allow distribution of their materials on the Internet.
When purchasing music, movies, games, software, or other materials, read the license carefully to learn if you have permission to convert materials to other formats for personal use.
Don't share or distribute materials unless you have permission.
Of course, there are consequences to this kind of action. For one you can be fined of at least $500 dollars. The online infringement of copyrighted music can be punished by up to 3 years in prison and $250,000 in fines," the website said. "Repeat offenders can be imprisoned up to 6 years. Individuals also may be held civilly liable, regardless of whether the activity is for profit, for actual damages or lost profits, or for statutory damages up to $150,000 per infringed copyright. "
To avoid these kinds of consequences you must avoid downloading illegally. I suggest that you follow the ways on avoiding these sort of consequences.