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See, I don't know that much about buying music, or what buying it is supposed to allow you to do. Most of it's just on youtube or whatever as a free listen, or you can buy it for 2$.... my impression was always that purchased music was purchased for its portability, or maybe for use as a variety of formats. What technically constitutes pirating music?
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I won't speak for Pablo, but, I have musician friends, and I buy a ton of music. Generally, if you purchase music directly, you can store it, back it up, convert it, whatever you want so long as it stays with YOU. You can play it for your friends if they come by your house, but it's generally not cool to give them a copy, for example. Also, listening to a song on YouTube is fine (ideally, it's a copy posted by the band or the label, so that they get paid by the ads from your listen), but recording the song off of that stream is NOT ok. The same applies to Pandora, Spotify, and the like. Also, there aren't many places that sell music with DRM attached anymore, but, if you do happen to buy from one of the few that do, it's also not ok to do anything to the song that removes said DRM.
There are of course, many exceptions that make the rule, but if you follow those guidelines, IMO, you don't have to worry about it.