File Corrupt (not like every other post on here!)

Everybody keeps saying they get corrupt files, but for me it's only been for the newest of the new songs. I do believe it is a copyright problem, but I just wanna know, if you can't share them because of this, how do so many people have them if they are copyrighted? I'm sure not everyone put it on their computer from the actual CD's. And another thing, how do they make copyright music like that where the downloads corrupt at the end of the download? Thanks a lot guys!