You DEFINITELY don't have to worry about going to jail. And you really aren't likely to see any action at all from the artist or label. Worst case scenario from them would be a cease and desist action... but the odds of even that are astronomically low.
Youtube does link to the song for purchase, and so many of those videos do hang around with no trouble. If the label doesn't like what you've posted, they'll have Youtube yank it. Again, won't really bite you at all.
Facebook is more militant about copyright. They'll yank it after you post it if they think you don't own it. I've edited music videos professionally for artists and had Facebook pull them down without so much as researching anything. They seem to go for a "better safe than sorry" approach.
'Course, this is all just based on my experience. I'm no lawyer.