How to download songs for free on iPhone 4S?

Just got an iPhone 4S and don't know how to download songs without paying? On my blackberry it was so simple?

Go to your computer/laptop:
- Find the song you want on youtube
- Copy the link in the address bar at the top
- Go to www.youtube-mp3.org
- Copy/paste the link into the bar, click convert, and then click download, save it somewhere memorable
- Plug your iPhone into your computer and open up iTunes (download it if you don't have it already)
- Go to file > Add file to library
- Find the song file you downloaded
- Go back to iTunes and click sync, it'll be synced onto your iPhone