i dont know about your connection issue , but the idea of p2p is sharing , and how does a music file get to the first computer , that person bought it there for some one got paid or obtained it over the internet though legal or illegal sources , but even before that how did that source get it , sooner or later it was bought or obtained for free.

so by the time it gets to you , you have no way of knowing so truly the origin . so as bad as it sounds its better not to think about it , as long as you claim a personal transaction , theres nothing if not worth time that they can pin on you.