it is really up to you if you chose to do so.
You can also register at itunes.com and pay approx. $1 per song, $5 and above for movie.
As a personal suggestion, I will recommend you iPod download site, as a member of this site, you can download unlimited music, video, movie and game with no extra cost. The life-time membership only cost you $35. Once you are the member, you are in the exclusive member area and all music download is free
http://www.squidoo.com/ipoddownload