Illegal... but when you want songs that are streamed via web servers and you want to download them, that's what you have to do.

First, you will need some snoopers. It's called URL Snooper.
Available here.
Unzip it, install it. If you don't have WinPcap installed, please also install it. It's a must for stealing to work.
Download WinPcapWhen the installation is done, don't start URL Snooper. Restart your computer.
After you restart your PC, open URL Snooper. Select the General Options tab. Locate your network adapter and click on Search.
Click Sniff Network. Go to some websites, you should see something. If you don't, your network card is wrong. Select another card again. If you see some results, click the "Hide Non-Streaming URLs" option to hide all http:// references and only show URLs corresponding to streaming audio/video (rtsp, pnm, wma, etc). Click Sniff Network again.
The links should appear, just copy in the address bar, and press Enter. Your download will start.

If it doesn't download, get
Net Transport. Install it, click on New and paste the link in.
Have fun!
