True, but there is ways around this. This is a little sneaky, and it could be a lot of work depending on how many files you want to download, but I thought I would post anyway.

First of all, let me say this. What you do with the internet is your choice. You can abuse any good thing, so if you want to do something illegal that is Your problem. I DO NOT agree with downloading music or anything else that you should be buying legally.

Ok, with that said, here is what you do. Sign up for some free webspace that offers Cpanel. You might want to try xhosting.com. Go to CPanel->File Manager. There will be an option to add a file from anywhere on the www. paste the URL of the file you want downloaded into the form and let CPanel copy it. When it is done, locate it in the folder you copied it to, and rename the extension to something like ".html" or ".txt". Right Click the file and click download. After you save it rename it back the original filename. This worked for me when I was trying to use filtered internet to download a large file. I just used CPanel to compress the file before downloading.

Let me know if this helps you.