Sometimes forum members will give off handed answers because the question has been answered many times and a simple search of the forums will give them the answer. And the answer is that downloading and sharing copyrighted material may be illegal depending on what part of the world you live in and nobody can honestly tell you if you will get caught.
So the short answer is obey the laws where you live.
Also discussions about piracy are forbidden by the
Forum Rules
For a more in depth discussion read this thread:
The Legal Aspect Of File-Sharing