If you worked hard to compose, record, edit, package, and distribute your music, and then one person buys one CD, then tells everyone to just call him and he will burn a free copy for them, would that be justice to you, the artist, who put so much time and money into developing the product? No. That is why it is theft. The artist owns the rights to the music and should be compensated for you enjoying his hard work…that helps feed his family.
Yes, it is a sin. Ask your friends to destroy the free music CDs you’ve given them and don’t do it again.