Keep in mind, you cant just log onto a site and start downloading. Sites are either ratio (you can upload 1MB, then download 1MB), or they'll trade leech accounts, or you can get leech by filling one of the requests...
If you have a broadband connection. I suggest you use more than one program for downloading music. Since the songs you find on each program are based on how many/which users are logged on at the time, you can often find a song on one program that you couldn't find on another.
I have direct connect set up on my comp at home, if I can trust people I could turn it back on and we could start a lil' napster of our own if need be, I shut it down before because of people abusing it