How to get music on my iPhone 4?

I really want music, so like when I go out of town I won't have to worry about my Internet bill

Use the "iTunes" app. Apple does not take a liking to piracy. So use there services lol.

Go on iTunes

You could buy music from iTunes and download them directly to your phone without the need of a computer, if you do this it would be best to use Wi-Fi rather than 3G/4g so you don't go over your data. Or if you have access to a computer, you can download iTunes and if you did purchase music from iTunes, it should be synced to your computer if you login. You can also import music to your iTunes library by dragging in mp3 files. Wether they are from a CD or illegally is up to you. Hope this helps you!