spotify - loads of ports being opened, constantly

I downloaded spotify yesterday http://www.spotify.com/en/ It was featured on, amongst other places, bbc news so i assumed that it was relatively legitimate. I run little snitch (packet sniffer) so once the program was up and running it intercepted a udp connection, which I kind of expected, and then required me to allow connections through the firewall via spotify - ok but now a little nervous. However then little snitch went absolutely balistic trying to connect to dozens of addresses on various tcp ports. I googled little snitch + spotify and this looks like a common experience - the connections are apparently other spotify users and are something to do with bandwidth. How worried should I be about these connections? In the past I've stayed away from peer to peer networks but this wasn't advertisied as such - yet, by my limited knowledge of these things it seems the program is quiet similar. What sort of security risk am I undertaking by allowing an outgoing tcp connection? ( incidently I have emailed the program makers but they have not emailed me back as yet). I ran portscan on the IP of my mac on the LAN and there was a port way up to the 50000s open yet I amrunning it now and in spite of allowing outgoing connection they are not showing up on portscan (is scanning my own ip this wasy legitimate - it appears to be kerboros and sfp are showing as should). Is there a way i can double check what is going on here for my own sense of security?