You can't steal something unless there is ownership of it by the other person. There has to be loss for it to be stolen. Stealing isn't ok, but downloading music or movies without paying isn't stealing.
Counter example: Pirating a song is considered stealing as you are taking something for free without paying for it. You are using a definition that is different from the average person.
Pirating songs is not stealing. It's copyright infringement.
If I go to the store, pick up a carton of milk with my right hand, and magically get a second carton of milk in my left hand, then walk out the store with the carton of milk in my left hand, leaving the original carton in the store, then I have not stolen anything. If that is stealing, then I can only conclude that stealing is (a)moral, and we need a different word for what I would consider to be stealing.