what copyright-free music?
If you are listening to a recording of music by Beethoven, then someone is performing it and the performance is subject to copyright. (This why Desert Island Discs never turns up on iPlayer!)
If you are actually performing yourself, then you are presumed to have acquired a legal copy of the music - which someone has edited, laid on the page etc etc, and that edition is subject to copyright.
If you are listening to an ad which has music in the background then the advertiser/ director/ producer of the ad has paid a fee for the use of that music - possibly to the person who composed it (though s/he may have sold all their rights to a record company years ago) , possibly to the people who are performing it (though they're likely to be session musicians and get a one-off payment) and almost certainly to the firm of copyright lawyers who enforce it. Ditto for any music you hear on a TV programme.
If you make a permanent copy of any TV programme, then you are probably breaking copyright law, since you are only legally entitled to make video recordings for the purposes of "time-shifting" after which you are expected to wipe the programme.
Whether you are displeasing the advertisers when you copy an ad is much more difficult to know - probably not. They do, after all want you to see the ad as much as possible. If, however, the composer of the catchy tune is being paid every time it's shown live, then s/he will probably be cross that you're listening to their music without them getting any payment.
And copyright gets much more complicated than that! For example, someone wrote an unauthorised biography of Cole Porter, and was not allowed to mention even the title of any of his songs in the book - song copyright is very tight, but only lasts 50 years - let alone quote from any of the lyrics.
Literary work is usually in copyright for the lifetime of the author plus 70 years. One of the first world war poets is still in copyright, even though the man has been dead more than 70 years, because his literary estate brought out a new edition of his poems with some previously unpublished material in it - this extended the copyright of everything in the book for another (I think) 50 years.
What actually goes on may bear very little resemblance to the legal position, but none the less copyright lawyers do not starve.