Not to muddy the issue, but there are many sites that have free and legal mp3 downloads available. Indy bands, for example, often post their songs. There are sound effects site and lots of choices.
Probably not what you had in mind when looking for free music, but they do exist. And you can download and play them, but you need an alternate browser. Safari will download and play, but won't let you save it. Some of the alternate browsers will let you download and save it to, for example, Dropbox.
But there is no easy way to get that music into your music library.
The whole process is much easier on a computer, then pull the file into your I tunes library, then sync it down to the pad. Just make sure you are getting a truly free file, and not stealing.
As a side comment, from time to time you see reports of 'free' downloads, music or video, packaged with little surprises buried inside. You don't want any of those either, although they won't hurt the pad, but can mess up your computer.