Soulseek ( http://www.slsknet.org/). It has tons of music, I personally like it better than limewire (or any other filesharing programs I've tried).

www.bittorrent.com

you can try bearshare or limewire though i really dunno if it is legal..

www.Rhapsody.com
lets you listen to 25 songs a month for free.
as far as burning them there is no legal way to it. some people record the song while it plays, but again it is NOT legal.

I am going to assume you mean legally. If so, I recommend StationRipper. Go to http://StationRipper.com/ , you can check out the info there. Because you don't know what songs you're getting for sure, it is legal. Right now it's considered the same as if you recorded radio stations.

It also lets you buy the cd versions of songs you are recording. The way StationRipper works is you choose from a huge compilation of online radio stations and StationRipper automatically records the songs. If you know a radio station site that hosts their station music online you can use that url as well.

It does let you find music to a degree too by showing what a station is playing at the moment and letting you search through stations. Of course, the same song will probably be over or be partway through by the time you record the station so you'll have to keep recording from the station until it plays again.

It's a long, drawn-out process to getting the songs you want, but at least it's legal, at the moment anyway. The U.S. might move against it in the future. For now though, StationRipper is the best bet for legal, free music.

Try peer to peer networking. I would give you my site but I don't want to draw attention to it.

Well, i don't know the answer, but I don know that if you're looking for LEGAL downloads, Liomewire is NOT the way to go since it is ILLEGAL look up Limewire legalities. You'll find that it contains illegally aquired music. Basically, it gives away music that should be payed for, but isn't. Short version: the music is Pirated. Your choice, your morals.

if you're looking for a specific song i'd check beemp3.com first.
if you just want to listen to it you can stream it for free via deezer.com
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if you're looking do download in bulk, though, i'd suggest torrenting (bitcoment utorrent, whichever. they all get the job done).
unless you're searching for something really obscure that almost no-one has, in which case a P2P might be your best bet (i'd go with eMule, it's got everything).
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Happy Leeching :)

But as you all know its illegal in Canada