Any sound you can listen to on your pc you can save. A free program such as Audacity can record such sounds and with the lame plugin, save as a mp3.
The distribution of a copyright work has explicit or implied restrictions. No need to site a source. You already know that. -Right?
But for what it's worth, here is an idea I think is feasible and legal and should not cause any problems with the copyright people. Make a decision to use your favorite MP3 player or audio player pass the destination device for music that has to be registered with the vendor or source. The device should be portable and have a Bluetooth interface. With the Bluetooth interface you'll be able to send the audio to your headphones, a portable loudspeaker, or a car radio equipped with Bluetooth or even a home sound system if it has Bluetooth capability. Normally Bluetooth only travels for a short distance and it only will interface with another device and not broadcast to multiple devices. So I believe that is why it would not violate the copyright laws. Of course, the use of a Bluetooth device would not prevent you from making a recording of the audio. But pass the above poster stated, anything you can hear you can record with some kind of recording device. As far as I know, recording devices will not be blocked by copyright restrictions. I think that's true, but I'm not completely sure. Anyway, that's my two cents.