You don't even have to download it to run afoul of the law. Using your own brain, as in listening on the radio to a tune, committing it to memory and then playing it back on your own guitar or singing it---is illegal.
Recently I was ordered by ASCAP to either pay money to them or stop playing the tunes they represent, even though I did not download or record those tunes. I guess if you repeat what I just told you, you are breaking copyright law.
Are you playing for a paying audience?
If that is the case, I would think you have to pay royalties to someone.