Music Downloading Legal?

Music downloading, movies file sharing and others are the most popular activities in the internet today. But is it legal? Are there any bylaws or acts that prohibits file sharing? A report says that a Hong Kong man, Chan, jailed in landmark world web piracy case .
A US federal appeals court has upheld a controversial court decision that said file-sharing software programs such as Grokster or Morpheus are legal.
Unemployed Chan, who called himself "Big Crook," was found guilty two weeks ago of illegally distributing three Hollywood movies on the popular peer-to-peer Bit Torrent (BT) system.
Another person in Japan was convicted.KYOTO - Kyoto public prosecutors on Monday indicted Isamu Kaneko, a 33-year-old University of Tokyo assistant, for helping computer users illegally exchange copyrighted digital content via the Internet with his file-sharing software called Winny.
The indictment of Kaneko, who was arrested on May 10, came on the suspicion of assisting breaches of the Copyright Law. He is the first file-sharing software developer to be arrested and indicted in Japan.
File downloading has a lot of controversies. I heard that there are about thousand of convictions accross the world just by downloading copyrighted materials.