As a student who has attended four universities and counting, I can provide a student's perspective on this subject.
Most large state schools require auditing students to pay the same tuition to audit a course as it would cost to actually take that course for a grade. The ethics of this are debatable, but I personally disagree with it strongly.
If your university charges to audit a course, then I would consider asking the professor if you are aloud to sit in on some lectures. The professor may be alright with you 'unofficially ' auditing. However, this will depend entirely on the professor and how strict your university policies are.
If the course is very large, as many entry level courses are in state schools, then you can consider just auditing unofficially and without permission. Be careful though, you would potentially be violating university rules, and may anger the instructor. But, if it's a large class with hundreds of students, chances are you will not be noticed, and your presence will not detract from the course. Learning is never a bad thing, and charging students to audit a large course like this is wrong, in my opinion.
Keep in mind that when unofficially auditing a course, you will most likely not have access to any online material used, and be unable to submit assignments/take exams, unless the instructor agrees to allow otherwise.
Overall, never stop learning. If you want to learn something then it's up to you to seek out that knowledge whatever way possible. No one will fault you for this morally, but Universities don't like missing out on tuition fees. Don't get in trouble.