Most people I know use something like Dropbox or Microsoft Skydrive or Google Docs. If you've got less than 2 GB of music or pictures or whatever (you didn't tell what kind of album it was) it's free.
It's assumed you have the copyright (that's the right to copy that music or pictures or whatever it are). Copying copyrighted stuff (that's most music and most movies) is illegal.
if u can please walk me through it im not the greatest at this