you can pay a scam site for winmx, won't make the slightest bit of difference though
winmx is a free program
in most (i believe all, however there are a few smaller countries where industry groups are buying enough of the government to change the laws) countries it is perfectly legal to download whatever you want, and certainly if you happen to be in one of the few countries where downloading copyrighted material without the copyright holders consent is illegal, the fact you paid someone is irrelevant, as it would still be illegal - however you are in the USA and therefore you don't need to worry about those countries laws