As a lawyer, I offer you these weasel words:

It is no more illegal to download from LW Pro than from the regular version. It all depends on the license status of the file and can be a quite complicated question.

If a song is in the public domain, generally there's no problem but there may copyright issues for a particular artist's version. To insure legal downloads, when in doubt DON'T.

But if what you are really asking about is whether you might be the object of enforcement either by a govt unit or a music company, the odds would be very much in your favor.

You can check http://en.wikipedia.org/wiki/Music_download which has useful information on the whole subject.