Groovedown is simple Download tool for Grooveshark.com; Just enter the name of song / Artist / Album and press enter to start download. What more, you can get Popular Songs list from Grooveshark from Tools.
So, you get free download of Legal songs (correct me if I am wrong) right from Grooveshark Library. Please note that it may violate TOS of Grooveshark so use it at your own risk.
And yes, it works on Windows, Linux and Mac too. No more options to tweak and portable so no need to install.