Every country has its own laws...it says in this report that Irish ISPs were ordered to turn over the names of some file sharers:
http://www.theregister.co.uk/2006/01...s_court_order/
Yes, it is illegal to download copywrited material, even if you are not sharing the files. The chances of YOU being prosecuted is probably low...what I mean is, there are many people doing this. In the U.S., I believe it is estimated that 1 in 5 households has illegally downloaded a commercial film. Obviously, it would be quite difficult and questionable for 20% of the U.S. to be involved in a lawsuit! Most of the lawsuits that I have read about have dealt with music files and large-scale sharers. You could give PeerGuardian a look...
http://phoenixlabs.org/pg2/
Good Luck
Dano