The courts have never held that doing a straight HTTP/FTP download is infringement, mostly because it's impossible to track down everyone that's doing it.
This is a common error. The law doesn't have to spell out each and every possible method of infringement, just like they don't have to spell out each and every method of murder (with a gun, with an axe, etc). Did you make a copy? Yes. Did you have the permission of the copyright owner, or was it fair use, parody, etc? No? Then it doesn't matter if you copied it with a quill or HTTP or had it sequenced into your DNA.
“Copies” are material objects, other than phonorecords, in which a work is fixed by any method now known or later developed, and from which the work can be perceived, reproduced, or otherwise communicated, either directly or with the aid of a machine or device. The term “copies” includes the material object, other than a phonorecord, in which the work is first fixed.
A work is “fixed” in a tangible medium of expression when its embodiment in a copy or phonorecord, by or under the authority of the author, is sufficiently permanent or stable to permit it to be perceived, reproduced, or otherwise communicated for a period of more than transitory duration. A work consisting of sounds, images, or both, that are being transmitted, is “fixed” for purposes of this title if a fixation of the work is being made simultaneously with its transmission.
That's from 17 USC 101. Maybe you can convince a judge that FTPing something onto your hard drive doesn't qualify, but it seems pretty clear cut to me.
This is the fundamental argument against trying to brand copyright infringement as theft - theft by nature requires something to have been appropriated, taken, or otherwise used in such a manner as it is depriving the original owner of their right to own.
Another common error. I don't argue that it's theft. In fact, in doing a little digging I found that there's case law that establishes precedent that copyright infringement ISN'T theft. But again, I didn't say that it is, just that downloading copyrighted material without the permission of the copyright holder, or fair use exemption, yadda yadda, is copyright infringement.
It's not my intention to get into the philosophical argument here. I can't defend $150,000 statutory damages over downloading a 99 cent song, I'm just pointing out that claiming downloading a 99 cent song is legal without paying for it or otherwise getting a license is wrong by about $149.999.01. The copyright owner doesn't get to sue you because you might have deprived them of a 99 cent sale. They get to sue you because the law says they get to sue you. They even get to sue you for a LOT of money because the law says they can.
I replied to the original poster because so often these discussions boil down to people saying it's ok because $LOGIC and $REASONS and $ETHICS. You're not wrong that downloading a song you'd never buy probably doesn't hurt anyone. It's still illegal, and if you end up in court over it what will matter is what the law actually says, not what you or anyone else thinks it should say.