Downloading media is not harmful at all. It may negatively affect the artist or whoever created the media because they are not getting paid, however for the consumer it is very beneficial because you receive the media for free by downloading it. Its very simple and it saves a lot of time and money.
Downloading media legally from protected sites is perfectly safe for your computer. People encounter problems when they attempt to download illegal media from questionable sites. These files have not been properly screened for viruses and protected. Although there may be a nominal fee involved with downloading media from a reputable site, the cost is worth the security it provides.