Came across this yesterday while at a clients office, they were playing all manner of brilliant tunes so i asked what radio station it was, "Its not, its a thing called Spotify. You just search for songs and artists and add them to playlists and it streams them and you get the odd advert to put up with but its a free download."
Just downloaded it, its an iTunes style interface, use the search for artisits, click and drag into playlists. Just have to login and its all stored for you aswell. Means I'll never have to put up with listening to Chris Moyles in the mornings ever again!! Clicking artisits shows a full list of albums, including compilations they've appeared on! Can't save or downloaded but its perfect for the office, house parties etc!