Proxy server?

[smokeyjacobi]

I'm a newb and I just started file sharing mp3's off limewire and I've heard from some people that it can be risky and you should go through a proxy server. How illegal is it to share music. Should I really use a proxy server? If so which one should I use?

[Sonnentier]

You will not find a free and decent proxy server, bandwidth costs money.

Sharing mp3's is not that illegal, but they might report you to your ISP, or send cease & desist letters.
It's also a question in which country you live, as there are differences.