The music is not "given away". The radio stations pay to provide that music for you to "LISTEN" too. You "PAY" for it by listening to the advertising. Copying it and replaying without paying would be the same as you going into the record store and stealing the record. It would be the same as if you bought a book and took it to Kinko's, copied it, and then returned the book for a refund.
The artist want to be paid for their work. I am sure if you were in the same position you would want to get paid for your time and talent as well. Why do you think that you would have a right to enrich your life by taking away the works of others without permission?