I'm not totally sure about the laws there, but here are the laws in Canada:
DOWNLOADING: is legal. You are allowed to download as many MP3s as you want.
UPLOADING: is ILLIGAL. You are not allowed to give someone else music that they haven't payed the artist for!!!!
Now, to be a bit more technical, WinMX, the program, is 100% legal. What you do with it might not be. For example, I can have every single P2P client in the world on my computer, and I can give everyone music that I have made in my own spare time. However, if I send people songs that I haven't made, I have broken the law, and if you do this a lot, the fines (or jail sentances) can be huge.
To be completely sure, I suggest you go to your friendly community police station and ask. They'll tell you the answer so you can be completely sure about what your doing. I wouldn't worry about them thinking your some big MP3 pirate and them stalking you or anything...clairifying a law won't make you a suspect of it.
If you don't want to do that, you could search Google for it
www.google.com for something like "Singapore filesharing laws". I wouldn't be surprised if you got the answer that way.
Hope this helps. Feel free to reply again for any specific clarification.