SB is refering to the fact that the vast majority of music on Limewire and bearshare is copyright and downloading is illegal. However, if you download, you are giving the file permission to install on your computer and you can download a virus or trojan quite easily. It is better to pay for music.
A lot of P2P file sharing networks are full of fakes anyway so it's not worth downloading from them anymore. Put a chart song in and 9 out of 10 results will be blank MP3's full of 0's that don't play or just viruses.