PeerGuardian 2get this if you're downloading from networks like kazaa, soulseek or bit torrent. I don't know how vunerable people generally are to the RIAA but it seems as if it's cake for them to just bust in, see what you're sharing and sue you if that's what they wanna do. Also the mpaa has been sending out letters.. i know people who have recieved them. so please be careful out there, the internet is a dangerous place, the last thing you want is to get sued for thousands of dollars in false 'damages' because you're being made an example of to the rest of the community.
If you wanna download songs but don't want to risk anything, look at sites like http://www.mp3search.ru/ and other russian-run ones because it's only 10 cents a song usually. and that's perfectly reasonable in my opinion.