If you listen to music using the deezer, jiwa.fm, or imeem streaming music services, there's an app that will let you download the music you are listening to directly to your computer. With the app running, it listens to your net traffic and when it recognizes a song coming in from one of the supported services it pops up a dialog asking you if you want to save the music to your computer. It takes care of all the decoding and the other security issues that the music services put in place to try and keep things like this from happening. Of course all the usual legalese applies about how you should not steal music.