Am i gonna be arrested maybe from ares?

i download some music when ever i want a song all i do is search the song in ares and download it like nothing. i never download it from online websites. i never got in trouble from this or anything. and i never pay for music that a promblem but am i illgeally downloading. and if it is illgeal then why would they allow this software if it a major thing. like am i breaking the law if i download anything i want from a program they allow people to download and stuff.