Leaving aside the issue of whether music is halal or haram, let's look at Islam's stance on copyright.
Most Muslim scholars agree that Islam protects intellectual ownership. See this hadith:
The Prophet () said: Conciliation between
Muslims is permissible. The narrator Ahmad added in his version:
"except the conciliation which makes lawful unlawful and unlawful
lawful." Sulayman ibn Dawud added: The Apostle of Allah () said:
Muslims are on (i.e. stick to) their conditions.
Sunan Abi Dawud
So if the owner of the intellectual property has set limitations on copying it, and those limitations do not violate Islam, then Muslims must honor that. This means that copying an MP3 is haram if the manner of copying it runs contrary to the wishes of its owner.
Now let's take a look at Jailbreaking iPhones and such.
Now, Apple does say that you are not permitted to Jailbreak your iDevice. But, this limitation violates you're rights as the owner of the device. You bought the device legally, and you have the right to do whatever you want with it. Thus this limitation is one that you are not required to honor, so Jailbreaking is halal.