Is it morally wrong to download music for free?

I don't download music for free because I think it is Illegal and morally wrong but last year when the brits were on and dizzee rascal and florence and the machine were on and the song wasn't on itunes in Ireland I downloaded it from youtube downloader and now looking through my vast music library all legally downloaded except for this one song so I was wondering (a) if it is illegal to download music for free if it is not available in your country and (b) if it would be morally right to do this in future if it is illegal.