To Download? Are Not To Download? That Is The Question

Okay, everyone has their opinion on music and how music should be received and given, in class I learned that it is actually legal to make a copy of a CD, but it is illegal to let someone else take the CD and make a copy of it,but if your just listening to the copy CD then it's not technically stealing. Yeah I know, confusing huh? But do the same rules apply to downloading music? Is it technically stealing if your just sharing your music with one other person? That's what downloading music is, if you think about downloading sites like limewire what your doing is sharing, the only difference is your doing it with millions of people instead of one person. My teacher made a good point in class about that, saying that when you steal music from really big bands that make a lot of money it wouldn't hurt their sales, but if you download music from small independent groups or artist who are trying to make a name for themselves in the industry then its immoral and wrong. My thoughts are what if you only like one song from that artist on the CD, or if the album is taking to long to be released and you really want their latest single, or sometimes the album is just to much money. Is it right that we give are last dollars to an artist who is making millions everyday to make them rich and leave us broke? When artist work hard on their albums in return they make a lot money, but what do we get in return? We get nothing but 20 dollars less in our pocket. So in the end downloading music is more affordable for us, but buying the music legit can help them, so then your left with a decision who should be the one to pay? Them or you?