With the Gnutella Network you can download any file type, which includes music files.

First you need to download a client like BearShare, LimeWire, Phex, etc. Then you need to connect to host on the network, most clients have autoconnect ability so it is not hard. After you are connected to the network, search for whatever you want and download it. Sometimes the people you are trying to download from will be busy, in that case just try someone else.