Why does it make you angry? You aren't forced to purchase his product. He has a lot of stuff for free on the site. I think he's doing a great job--practicing the capitalism he preaches.
I am not a subscriber to Rush's site, but I'm not mad at him for making extra $$ on the 'net.
He's got a point about downloading music, though I must admit for me personally, it has resulted, I know, in me buying more music than I had before. I'll download some stuff from an artist I've only heard once or twice, and then if I like it I'll go buy a CD. File sharing, in my case, has resulted in MORE CD sales for the RIAA.
I would bet you are in the minority. The music collection of most kids these days consist mainly of MP3s.