How am I hurting anyone in the industry? It results in me buying more CDs than I normally would have.
Regarding the civil rights thing, let's compare it to alcohol prohibition. Like voting for women, it was illegal at one time to buy alcohol, but does that make it wrong? Right now, it's illegal to download certain music, but I don't think it will always be that way. Ethically, I think it's more wrong to make a crappy record and sell it at a high price like a snake oil salesman than it is to download some CDs and buy the ones you like.