Theres 2 problems here.
1. It isn't stealing. Stealing removes a physical copy, that a store would have to replace at their expense. Downloading makes a copy.
2. When big companies like the RIAA sue someone for downloading music, none of that money goes towards that small job market.
Now, I'm not saying its the right thing to do, and it isn't entirely harmless, but there are millions of people doing it. It doesn't make it right, but socially I don't think most people give a damn.