Hello Everyone, I am soooo confused about this music stuff. I need a few questons answered,so if you dont mind helping out a music moron

First of all I as reading some threads and am curious is file sharing Illegal? Is it Illegal to download songs and burn them to
a CD for personal use?
Can we actually go to jail for downloading songs and burnib them to CD?
Why is it Illegal? cany you help me in figuring out how to use Lime wire? and what should I put in the sharing folder? I have created a "my music" folder on my PC and I want to use this to share and
to store all the downloaded songs so I can burn them later.
How do I get them from Limewire to the my music folder on my PC?
Okay, I think thats all now If you can help please post.I am so new to this,I really have no Idea what I am doing.Thank you so much in advance for all your help.I look forward to meeting new ppl and making new friends.Thanks again.Erin