Music download apps for iphone?

Was wondering if there are any apps for iphones where you can download the songs to your actual music library? I've tried loads but i can never get them to work, so if anyone can explain then feel free.

I can't find any either i just use exfm its free but you need signal to load the songs.

That's against Apple's legal rights so there won't be one. What I use, is free. You find music on YouTube, copy the link, go to YouTube-mp3.org (no spaces). Paste the YouTube link in the bar, it will then let you download a.mp3 version of the YouTube song. Go to iTunes, open your library, now open the folder on your computer where you saved the.mp3 song file and drag it into iTunes, you can then sync and you will have the song on your iDevice.