Your activities may be unlawful, depending on the jurisdiction you are in.
Piracy and infringement of copyrighted material are crimes in some jurisdictions; the penalties can vary depending on the nature of the infringer. In the USA, downloading copyrighted works from a file-sharing site is a misdemeanor punishable by a fine and up to one year in prison. In addition, file-sharers can be sued by the copyright owners for monetary damages in a class action lawsuit. Many jurisdictions also charge a "sync and share" offense, where you are liable as a secondary infringer if your computer is used to facilitate the sharing of copyrighted content between two or more individuals.