the problem with rhapsody is that its not actually a download, its streaming. although if you know what you are doing you could rip the songs as thwey are streaming and save them to your computer but that may be a little more involved than OP wants to get.
OP in all honesty there is really no SAFE LEGAL way to just download music, if you are looking for popular songs that one may hear on the radio. the governments all over the world are getting to be real douche bags and our government is even going overseas to arrest people for distributing copy-written material (megaupload). if however you are looking for more underground type stuff a lot of bands will distribute songs free from their website.
i am a geek\nerd and i pirated music\dvds\tv shows all kinds of shiit until recently. i didnt quit because of the morality of it (artists make stupid amounts of money from concerts, merchandise, endorsements can't pirate that shiit), i quit because i have a wife and 3 kids and dont feel like going to jail over dumb shiit. if you really need music that bad buy it from itunes or something, if you really dont want to pay for it find a local geek and get it from him\her or go to a shop that sells used CDs for next to nothing rip them to your computer then install mediamonkey (love this program) to get the album info.