If I get an all-you-can-download music service for a month and then cancel, will

I keep all the MP3's? I know Rhapsody and Zune have these $15 a month services and it sounds like a good idea, but if I cancel my membership will all the tons of music I downloaded go away? I'm thinking I can basically pay $15 for one month, download my entire library and I'll be set for a while, and then reincur the membership when I need to bulk download again.