By downloading a song, you are creating a new copy. If you are not given the right to do this, it is copyright infringement.
What a sad misunderstanding. You don't know how the internet works.
When you visit a page on the internet, you download it. you are not violating copyright by downloading it. otherwise, you wouldn't be able to read it.
You are downloading songs from Last FM and Pandora. Otherwise, you wouldn't hear sweet rhythms in your ears.
Here's an even weirder one. What if I set up a site and link to MP3 files proclaiming free promotional downloads. The downloader/listener maybe has no knowledge of my ruse to reference copyrighted material incorrectly labelled as libre. Do you check to make sure Pandora or Last FM or-- (god forbid) Itunes has licenses?
Then there's streaming, caching, indexing, offline browsing, linking, et al.
Copyright is not defined correctly for digital information.