I received an unofficial CD containing songs I know are copyrighted. What should I do?

Question:

A song leader from another congregation had burnt a CD from a group of people who recorded songs from the Hymns for Worship hymnal, to try and teach song leaders how to lead some of the less used songs in the book. He had given it to my grandpa years ago.  It is copyrighted material. This person has always stood out to me as a very good Christian man.  If he did burn this CD without permission, I would be almost positive it was out of ignorance.  However it is possible (I think) for him to get permission to copy it, or perhaps he paid for another copy and just copied it himself.  I really don't know.  But do you think it would be fair of me to just go ahead and assume it's legal and to use it anyway?  I know that my grandpa probably wouldn't have broken the law on purpose; however, I think it's possible they both might have been ignorant of it.  What do you think?