The major clue about the legality of any proposed download is the source. If you have accessed a legitimate site which authorises your proposed download, it is usually legal (unless, of course, it is a scam site). One of the signs to look out for is the label "Open Access" or a reference to incorporate this site: http://creativecommons.org/ which promotes its own license as the basis of legal sharing. Equally, if you have registered with a site owned by musicians who, for promotional or other purposes, make some or all of their music freely available, then you can safely download those tracks and passing them on to other people on the net will probably be covered by the terms of your original download. But, if you have accessed a user who offers identified tracks only available from current albums and not from authorised download sites, then you are likely to break the law if you download them.

Under American law, it is not a defence that you were ignorant of the law nor that you were scammed. Downloading even one track protected by an existing copyright exposes you to potential liability. However, you might find it interesting to read the forum's sticky on "Piracy".