Just use some "illegal" filesharing program like Ares:
http://aresgalaxy.sourceforge.net
Cuz those sites without DRM is also "illegal" and getting legal DRM-wma's from iTunes or something is very stupid!
Or use uTorrent with a private site like OiNK, very, very good, has only high quality albums, from 192kbps to loseless FLAC. The site has about 150.000 albums. And great download speeds too. You need to upload minimum a half of what you have downloaded, so if you have downloaded 1Gb albums, you need to upload atleast 500mb to not get banned from OiNK. It needs an invite though, if you're intrested, PM me and I'll invite you
