Iakshen, That's a hell of a good answer Also, you could probably use ITunes, they have a store where you can Dl music, so does napster these days. I suppose they'll know who you are, but so what? MP:3.com used to have free downloads, and they didn;t much care who you were.
try http://www.archive.org whsn you get there click on audio they got bunches and its free or send a donation!!!
Check out peerguardian. It's free and it's blocks the IP of known organizations such as the RIAA, MPAA, FBI etc. You could also check into using proxy servers, although they will make your download speeds slower in most cases. I would also suggest trying to download from FTP sites, IRC, Bittorrent, and Warez Forums before you download from p2p. Right now the RIAA's main focus is on making an example out of p2p users and discourage others from using it. If you're going to use p2p though, I suggest using peer guardian. It's free, and you should be able to find it easily enough with a google search. You should also know that if someone wants to track you badly enough they can, but it doesn't hurt to try and make it more difficult for them. I still think you would have a better chance of getting hit by lightning than busted by the RIAA though. Send me a PM Juggalo. I can help you get whatever you might need.