Hey first of all this does require a jailbroken iPhone/iPod/iPad if you do not already have a jailbroken device there are plenty tutorials on HF.
Step 1: Open Cydia, click on sources and click edit then add and type in https://Repo.HackYouriPhone.org if you haven't already this is a great repo and can be used for many things.
Step 2: Once you have added the repo go over to search and type in LinkTunes for iOS 8 or 7 depending on your iOS version. LinkTunes plugins will automatically be downloaded. Once downloaded you will be prompt to restart springboard and you will restart springboard.
Step 3: Once you have restarted the springboard go onto iTunes and there should be a tab added called LinkTunes click on this. You will be able to download any song you want from here. If you want to download a full album you'll need to do it one by one but it'll registered as an album.
Video:
Step 1: Open Cydia, click on sources and click edit then add and type in https://Repo.HackYouriPhone.org if you haven't already this is a great repo and can be used for many things.
Step 2: Once you have added the repo go over to search and type in LinkTunes for iOS 8 or 7 depending on your iOS version. LinkTunes plugins will automatically be downloaded. Once downloaded you will be prompt to restart springboard and you will restart springboard.
Step 3: Once you have restarted the springboard go onto iTunes and there should be a tab added called LinkTunes click on this. You will be able to download any song you want from here. If you want to download a full album you'll need to do it one by one but it'll registered as an album.
Video: