Just because you want to enjoy something doesn't mean you get to have it. You might enjoy a shirt, or a steak, or a hi-def television set, but if you can't afford to buy them, you are not entitled to steal them. If this sounds heartless, I don't mean for it to. It's just a fact, and if you have an idea for a better system, please change the world with it.
The same goes for music. As it happens, technology now allows us to duplicate music, in a way that we can't with shirts, steaks, or television sets. But this does not mean that the people who make music are no longer allowed to profit from their work, any more than a shirtmaker shouldn't. Some people argue that it is not true stealing, as the physical CD is not taken. This is not relevant. A CD has value almost exclusively from the music contained on it. The component parts -- plastic, metal, ink, paper -- are very, very cheap. What's expensive is the production of the music. That's what you're paying for when you buy a CD. If you take that music without paying, you are taking everything that is of any worth from that CD.
The word "sharing" in this case is inaccurate. To share something, you must sacrifice it or some part of it, permanently or for a time. This is why children have a hard time sharing, and have to be taught. If you could merely digitally duplicate a toy, children would not have to learn to share. Thus, if I give you a copy of music I own, I have not shared it with, as I keep my copy. I have simply made an illegal copy and given it to you.
Many believe that this is a victimless crime, or else that the victims are fatcats who deserve to be taken down a peg. Again, not accurate. Many musicians, and employees of record labels, are far from wealthy. They need their royalties, they need their jobs. And even if they didn't, it is not legally or morally right to steal even from the wealthiest man. A homeless person might feel justified stealing from you, as you have a home and a computer (at least). Would that be okay?
This is why a lot of us have a big problem with "music sharing." I don't think it's unreasonable to have a problem with it. (As I guess you can tell.)
I, personally, hate that the word "sharing" has been appropriated for this sort of thing. It's not "sharing", in anything approaching the warm and fuzzy sense of the word that the gang on Sesame Street or Veggie Tales try to teach the kids. I find "sharing" to be an annoying euphemism, because I don't think anyone does it out of the goodness of their heart.