Putting aside legality, which is a very valid issue in itself, there are a number of ways that you can get the music (or listener's interpretations of the music) for certain songs you want to play.
(For Guitarists mainly, but applicable to all musicians) Tabs. You can take the tab and convert it back into the music notes (if you are a non-guitarist, using a fretboard diagram) and transpose up or down as you need to. You can find these for shedloads of songs, from tonnes of sites on the web these days.
Chords. Again, you can get these from hundreds of sites, and gives you a starting point for notes of melodies or riffs that you can go on to figure out by ear. Some websites, such as Ultimate Guitar, actually have transposing tools on their pages for chord sheets, so you can get into the key you want.
Guitar Pro Tabs: These are downloadable files that open in a program (the best free one in my opinion is Tux Guitar) and you can edit and play them. The advantage of this is particularly if you wish to play a guitar line on another instrument: the program displays notation as well as tab, so you can play what is given. Again, you can transpose as you need.
Midi: Musical Instrument Digital Interface files are files that have multitracks of musical data that can be interpreted and played by software. If you find one for the song you want, you can open them in Sibelius or other notation program, and see which different MIDI instrument if playing what, as it displays the MIDI notes as notation.
Buy them from eBay or Amazon or other online services: they have tonnes of them available; from sheets up to songbooks.
Incidentally I had a look for any Midi's or tab files for the song you quoted, I couldn't find anything. Unlucky
Hope this helps!