i am sure that the law is (or at least was a few years ago) that you can use whatever music you want, if you don't make money off it! AND credit the correct artist, label, etc!
but they are not really downloading the song though, you can't really get the song of the video and put it on your ipod or whatever (well you could in theory, but it would be crap...)
It may have changed, needs some research not gonna do it now because of my bed tempting me :blink:
but wll have a look on internet tomorrow