Using peer-to-peer file sharing technology is risky because the software does not help you determine whether what you are doing is lawful or not. If you have downloaded and are sharing someone else's copyrighted works, you could be violating the law. If you are using University networks, or equipment to do so, you are violating University policy.
There are many copyrighted works that have been made available, lawfully, through peer-to-peer technology, and there are public domain works that are also lawful for you to download. You however, are responsible for determining whether or not what you have chosen to download is lawful.
Many companies sell electronic access to digital works and you are able to buy works through these vendors. You must read the conditions of service carefully. This is a buyer beware market and many sham companies exist that appear to be operating lawfully but are not.
Western Michigan University does not offer any music downloading services so it is up to you to check out the legal status of any downloading service if you choose to use one.