There are many applications and sites that are at your fingertips to stay legal and avoid both University and/or Federal penalties. Sites such as Apple’s iTunes, Pandora, Slacker Radio, Last.fm are just a few.
Be aware that some sites may promote that they offer “free music” because you’ve paid a fee or purchased their “professional” package; this does not always mean that they are licensed to distribute all files that are accessible through their service. Do your research before paying for any type of a file sharing or P2P service.
The “Center for Democracy & Technology” has compiled a list of sites that services that will often charge for a fee and mislead customers into thinking that the files that they have obtained have been done so legally. That list can be found here.
For even more information on Copyright Infringement and Illegal File Sharing: