Meh, since I got a job, if I download something and enjoy it, I'll go buy the CD, too.
I'm not gonna waste money buying CDs I don't know that I fully like or not.
The same logic is applied even better to films, I wanted to watch Batman Begins/A Scanner Darkly/District 9/Soylent Green but of course, if a film hasn't been in the cinema for years, and I have no money to buy or rent, I'm either left with the choices of;-
-Downloading it, seeing if I like it
-Waiting until I had money and potentially wasting it on a film I didn't like
So what I did was made a list, if I downloaded a film and enjoyed it, I put it on a list with the promise of buying it later. And when I got a job, I did buy all of those.[footnote]I originally had Lord of the Rings on that list, but since the Extended versions haven't been released on blu-ray yet, I'm still waiting to purchase it[/footnote] If I downloaded and watched a film I didn't like, then who has really lost out? I save myself the money needed to risk a purchase I wouldn't enjoy, and the big companies aren't losing money, they're just not gaining mine.
However, I know that mentality does not always apply to music, specifically smaller bands and labels that rely on CD sales. Downloading music without any intent to purchase if you enjoy it is pretty cold hearted. If you don't have a job, then make a list like I did, and stick to it, the small timers need the money.
I'm less sympathetic to the bigger labels and bands.