Its called going into Options, going to network i think, and un-checking all the boxes that say stuff like:
Download Item Shapes
Download Textures
Download Music
In addition to what the user below your post said, I mentioned that I do it stupidly. I download music in the vague hope that I'll actually download music that I want to use on my own server. Sort of going with what ShadowZero game said, music is an important part for any game. The songs we get by default are naturally, a small selection. I could always go through the music forum to download them, but downloading them in game sometimes gives me a chance to download music that I can't find quite so easily in the forums. (Often times, that music was never released in the Blockland forums.)
The reason I say I do it "stupidly" is because most often, people just have the same old same old music add ons that I see all the time. Rock and Roll McDonalds is an example. (If anyone would be so kind, please tell me when you've used that song in a build. I just can't think of how to use it.)