Well since u asked for dwl, I usually use demonoid.com for torrent search, but since you need to be invited over (and I don't have an extra pass) you gotta wait for someone to invite you there. That site should completely fulfil your download needs.
Otherwise, thepiratebay.org has pretty decent torrents, although they dont have ALL (none do anyways) you might be lucky and find the stuff you need there.
If you can spare $14 bucks a month (totally worth it) sign up for rhapsody to-go service! I currently use it, and you can download whatever tracks/albums to your NON-IPOD mp3 (should support DRMs) and you're good to go. Like i said, the $14 is totally worth it if you can pay for it.
Or if you looking for a cheaper service, I've subscribed to Yahoo Music Engine and i think it was $6 a month which isnt bad. They've got a good database as well.
Other sites that offer free streaming music:
Gooveshark.com - They've got a really good collection and an intuitive interface. Try these guys.
Imeem.com - Not too bad, I dont like the interface.
Deezer.com - Used this excessively in the past, but now grooveshark is better (imo)
To download music from these sites, you gotta go through a couple of hacks, you can find em on google.
If you use pandora radio, google pandora's jar. If you looking for nepali songs, nepaligana.com has it, but u gotta download 1 by 1. Email me to get their entire database of songs in 1 file :)