What are sites of mp3 download through firewall?

Any site that you can connect to and download from via TCP port 80 (since you're initiating the connection, it doesn't matter what inbound ports you have open).

Amazon and iTunes are not viable options in your case, since they each use a custom downloader.

This leaves you with musedic.com and redigi.com, among a few others, like mp3caprice.com.