This is like that software that is touted with "Free Download!!". Yes, it's free to download but it still costs money to acquire a license to use it.
Similarly, if you acquire a music track that is copyrighted and licensed but you do not acquire a license, then you have a pirated song. If some of these songs are coming from people posting them on MySpace, or FaceBook, or other, then *they* are the ones that have pirated it in the first place. They are redistributing music that they don't have a license to redistribute. The RIAA is going to crack down on the distributors, not the distributees (like you).
Music that comes from a radio station that streams it is only licensed for listening by streaming. Stream rippers have been around for many years, though it seems that these Clickster people are indexing the ripped streams. If they are storing them on their own servers, they are breaking their contract with the original streamer.
Now if the license for the music allows free redistribution, then there is no problem.