The legality of Downloading musics is entirely dependent on what you are downloading (and not where you got it from).
AFAIK most if not all on Jamendo ARE %100 free and legal to use, whereas something like Evanescence is not free and is illegal.
Note there are distinctions between FREE and Legal.
I would say that TH does support legal music downloading (think open maps) but not the illegal sort (which is related to the copy protection and illegal map opening sort of thing.)
I'm not sure I understood you completely (your post wasn't very clear), however, did you try right clicking on a song and choosing the option "Convert Selection to MP3"? I never used it, but my guess is that it will do what you need.
Please, do try to create a new thread if you want to keep talking about iTunes, so far, this thread has nothing to do with World Editor.
I'm on a page about incorrect corrections, and spent the better part of like two hours trying to get someone to understand that -5^2 = -25, not 25, and then that post had comments get reposted because that group is self sustaining, and that person was in turn trying to explain what I just explained to them. And I'm taking that as a victory
I will be AFK for a couple of days you guys hold down the fort while I am gone. I will be checking in on my phone but that will severly limit me. Be back saturday!