Right-click on "Download" and choose "Save As..."

People who are opposed to all forms of piracy are oversimplifying the case. I would make the justification based on the item in question, it's actual value, availability and requirement (for now).
I, in India, am opposed to piracy in ascending order as follows - music, software, movies and books. Right now, I only want to discuss why I stand by music piracy:

1. In the absence of good radio stations, piracy is the only way available to 'test' a band before making the decision to buy it's music. This argument doesn't hold good for movies or books because both are easily available in India
2. Many bands actually do not mind people downloading their music because like true artists, they want to be heard, not just make money. This is also true of some great freeware developers, and to a lesser extent, writers and filmmakers
   
3. They suffer the least loss in quality and therefore the 'message' and 'feel' aren't diluted
4. The cost of a song, through iTunes for example, is 99¢, which is a prohibitive price in a country where the urban per capita income is about $800 (or $2.20 a day)

Yeah, yeah, "Piracy, it's a Crime" but do I really have to be charming and lovable for you to accept my reasoning?

Case in point.
Still from Pirates of the Caribbean: The Curse of the Black Pearl (1982),
directed by Gore Verbinski. © Walt Disney Pictures