File sharing programs often come with annoying spy/adware and they are usually only on one network. What I mean by that is, In the P2P (person to person) file sharing world, there are a few different types and they each work a little differently. I'm sure you have heard word's like Kazaa, Limewire, Gnutella and BitTorrent. Although torrents work diferently, those are each a different network. With p2p everyone is a server. Anyways, pounding away on the ol sourceforge is a client called "Shareaza". It can search on all the networks, has an easy interface, and a detached media player. You know I'm usually just happy though if I can find one of these programs that will download a song fast with out spyware, and maybe if you can search for more then one thing at a time which you can.
Get Shareaza here.
Please don't download mp3's as it is illegal and I don't do it. If you ever get the erg to do the DL, just think of the poor band Metallica and how they wont be able to buy that African country that they have always dreamed about having.