I have never liked this about Spotify... So the solutions outlined by Spotify are... 1) Suck it up. Its how the system works. 2) Use the web player. (Seems to be invite-only beta - US Only) 3) Use offline mode. Unlimited members pay for the service and cannot download tracks so not much use to those. Somewhat kills music discovery. Means you cannot use the radio option. Do social options work in offline mode? Not muc…
Or use Rdio? I've never been impressed with Spotify. The experience on Rdio has been great for me.
But, I almost exclusively use http://www.grooveshark.com and http://www.songza.com
Both are web based, the latter has a mobile app, both absolutely brilliant and FREE! I'll have to check out Rdio, that looks real interesting.