The problem is the way the music industry is run. The result is a prisoner's dilemma[wikipedia] where the consumers and the artists are on the losing end of the equation.
I would assert that most people who download music are not against the artists making money off of their works. I would put forth that the problem is disdain for the system by which the recording industry makes most of the profit.
If the music (and for that matter movie industry) were structured so that everyone involved made a fair share of money and fair prices were offered everyone would benefit. No more prisoner's dilemma. Consumers get variety of music at a reasonable price, the recording industry makes money and so do the artists. But alas capitalism at work...
Just an aside, I criticize capitalism but only in its practiced form. I am not a communist, fascist or anything the like. I simply believe that capitalism can be run in a way where everyone gets a good deal.