It's a little difficult for anyone to advise you on this issue, as the downloading of music, (If it is protected by Copyright)is illegal.
Most music especially the popular tracks that most people are interested in, are copyright.
If you still decide to to download music, you will need a special program to do this, and unfortunately the programs available also bring with them all types of problems.
Virus and spy-ware are just two of these, and may cause untold damage to your files and programs already installed. Regards. J.