Perhaps you should only spend money on music to attend concerts, or save up your cash to buy a musical instrument instead of listening to recordings that provide only transient enjoyment.
I presume if you are stealing something (to use your phrase above) it is because you want it at the time you help yourself to it. If you suspect that you will quickly get sick of music, why not just spend the money on books instead? I mean, if I found that every time I bought fish and chips I felt sick afterwards I wouldn't start stealing it without paying, I would just stop eating it.
If you steal music in digital form without paying for it, of course it is not lost as with a physical object, but you have lowered the equilibrium price of the good by unilaterally increasing the overall supply.