It's a band out of Europe (which would explain if no one has ever heard of them) called Nightwish. If you'd like an accurate description of the type of music they do (and not actually hear their masterpieces), just try to imagine what Lacuna Coil would sound like if Apocalyptica were backing them up.
I dunno what anyone's downloading ethics are (personally, if I like the songs enough, I'll buy the album), but Amazon has the majority of their albums for a reasonable $13.99 and a few songs to give you a feel for the band would probably be "The Siren" or "Dark Chest of Wonders" from their newest album (circa October 5, 2004) "Once".
Thought I'd share the wealth. Any other bands out there based in Europe that you like but haven't really reached mainstream in the Americas?