1. Go to www.projectplaylist.com
2. Search for and listen to the song you want
3. After it has finished playing (or 100% buffered), it will appear in your temporary internet files, but probably under a cryptic name. Just sort by file size, and any 3-4 MB mp3 file is probably the song.
I sometimes just go to YouTube and type in the artist and song name. I either get a music video or just an album cover while the song plays. Your way is going to get higher quality music, though. Thanks for the link!
I wouldn't say that is necessarily legal. It would be like walking out of a store with merchandise and no alarms going off. You're still stealing. Although, I don't really know what the law regarding this would be.