That's right. If it had have happened within the last week or 2 then I would have advised to cancel the transaction thru your bank or credit company. But it's too late now.
With the recent court case, these sites may well find themselves in for trouble because they openly advertise & promote illegal downlding.
Not all music shared is copyright (although most is) & the same goes for other items shared. For example, you can get copyright free material from the magnet site. Here's an example for videos:
http://www.magnetmix.com/video.shtml
Also if you use
Bitzi Web Lookup ... you can find if a particular file is copyright if it's listed in their database & if the copyright situation is known. Bitzi is also helpful for finding out if a file is healthy or not. But Bitzi is still growing in size & needs as much contributed to it as possible.