Playing some covers in clubs or even putting them on a CD of your own recordings is not stealing musical material , as long as you credit the original author and don't claim it's yours.
If anybody who makes music want it to be ONLY played by him that would be very SELFISH, bec he surely came out from playing covers & stuff.
No body finds himself an original songwriter all of a sudden, right?

Just as every body plays "Stairway to Heavens", "Little Wing" . They don't claim it's theirs cuz every body who heard the original version would notice.

Stealing musical material in my opinion is taking some riffs from various sources , play them with slight changes like probably changing the key or something, add new lyrics & claim this is your original writings.