I remember when Weird Al made "Don't Download This Song" free to download on his website in response to this sort of thing. What a kool dood.

Insane Clown Posse actually commented on this sort of thing by saying that if someone can buy their albums then it'd be nice to do so since it helps support the group, but at the same time they also don't give a shit if someone pirates or steals their albums (they even once gave tips on how to steal a physical album from stores).