When you say 'free' I take it you mean as in the music is free, not the programme?
Ok...the boring bit first...free music and film is probably going to be illegal. You can not do this unless you own the copyright.
If you want a legal free to use site, then you could do worse than, Itunes (If you have Ipod) or wippit.com or napster.co.uk coka cola and virgin also run their own music download services.
Now....If you want a good free, FREE download site....which is not illegal to have but is illegal to download copyrighted material....then look at the following
You could go for Kazaa at
http://www.kazaa.com/us/index.htm
This is arguably the biggest and most easy to use download service and most popular. But...just because it is popular does not make it the best. There are some downsides. Kazaa is becoming a more and more targeted tool by the authorities to crackdown on illegal users. Simply because it is the most popular. So in other words if you want to get caught doing your crime...stick with Kazaa. Also Kazaa claims it has no spyware, well if you download the fee version (not sure if there is a paid version) it does contain spyware...unless things have chnaged in the last year) The spyware is not harmful in any way, but It is nicer to own something that has none.
Then you have Limewire at
http://www.limewire.com/english/content/home.shtml
This is a better site in terms of staying out of the authorities headlights. It is a nice site as well but it does not generally hold as much data as Kazaa...meaning there are not as many users of Limewire as there are on Kazaa. Stands to reason though as I said Kazaa was the most popular. There is a lot on there, just not as much.