is it legal to download songs from fan sites of artists on myspace ?

or it has to be the artist’s official page for it to be legal and free?
what if the songs are not downloadable from the official artist’s page but it is on the fan sites? is it ok? when i go to artist’s fan sites, i see that people have downloaded the songs. im just making sure if it’s legal.

It’s best if you do it from the artist’s page.