When anyone with a computer has easy access to millions of songs, its hard not to be a douche.
Sure, Lars Ulrich may not be able to afford his gold swimming pool because of my piracy, but from my selfish point of view, its an easy choice between driving a few miles to pay $15 for something or downloading it for free in 5 minutes using bit torrent.
Also, I do support bands I like by attending concerts and buying merchandise.