Ok I'm pretty ignorant on this subject, so what's the deal with music downloading on the web? Are those music sharing network softwares illegal (or at least the music you get from them)? If so, what's the actual risk of getting prosecuted and/or sued? What about the ones that you pay by the song?

My girlfriend recently got Limewire in particular, but I'm wary of using it much until I find out more about it.