I wondered about the legal aspect of things, but from what I have read, they appear to be totally legal. They have links to download the tracks from iTunes and Amazon's Music Download service. The interface is very pretty and sleek, and buffering times are good for me (might be more waiting in the US since they are France based).
It's a great alternative to Pandora (and we can't access Pandora from here, either), and it's much more flexible. I find it a great service and I suggest you check it out - I've came across lots of interesting albums I haven't ever seen (of course I'll buy them next time I visit the music store )