It might be illegal in your country but it's not Illegal in Russia...
TOS
6.1 All materials presented on this site are available for the distribution over the Internet in accordance with the license of the Russian Organization for multimedia and Digital Systems (ROMS) and intended for personal use only. Further distribution, resale or broadcasting is strictly prohibited.
6.2 The Site remunerates the fees for every downloaded File in accordance with the license agreement.
So if your country deems this illegal - you are breaking the law - not the site. And obviously this varies from country to country.
You will also notice they "remunerate fees" which is the money (tax) they pay to the producers etc - this has also been the case for many MP3 sites.