So you use Last.FM and you’re like “Hey man I wish I could listen to these damn tracks without being on-line?”
Follow some instructions, and stream/record. Of course you should only be doing this if you own the tracks, otherwise you’re stealing from celebrities and they don’t deserve that sort of treatment. They carry themselves with dignity and poise and perform on consistent schedules and treat their fans like respected customers. There is no reason to fuck them over and force them to tour or compete with other entertainment media.