Actually, it does

As long as you copy them for your own private use, it doesn't matter where you get them from
Making these songs available, however, is a little more dubious...

There's a levy on blank cds, the idea being that the money from that goes to the artists (or at least the industry ), and so since one has already paid for the right to copy in music in advance, in a way, it's perfectly okay!

Quote Originally Posted by The Copyright Board of Canada
The amendment to the Act legalized private copying of sound recordings of musical works onto audio recording media - i.e., the copying of pre-recorded music for the private use of the person who makes the copy.