It depends how you use it. Me, I only download one of 2 songs per artist sometimes I only like those 2 songs and dont want to buy the CD. Sometimes I use it to test an artist and see if I like their songs, if I do then ill buy the album. And sometimes there are foriegn or undeground artists who I cant buy a CD of and to listen to them I have to download.
Then there are the people who download entire albums and burn them. That is not a good thing, thats just not supporting a band that you love!