Is there any app in iphone where i can listen to music and download it?

Is there any app where i can download audio and video songs on my iphone? And listen to em online? Except Youtube?

What's with all the question marks?

There's an app called 'free music' (and it's an orange icon) and to use it you have to find a website that allows you to download music. (I know there's one called mp3skull or something)