Hi Big Boss, the law is fairly simple in most areas, they are not so much interested in downloaders as in many countries its legal to download for your own personal use, its the sharers they dont like, and they will usually make some attempt to hit folks sharing 1000's of files with a nasty letter, the legal wheels often only get rolling when they have made a warning and noticed your IP again, and often court is the last place they want you to go, they prefer to try to extort a "settlement" out of you (I call it that as it seems they need no proof of any infringing activity to try to demand this "settlement")
They would like you to think that they have taken millions to court but in reality less than 0.1% ever come to their attention, and about 3 persons ever so far have reached court, one case they in fact lost recently.
This is my hard and fast rule of thumb here,
Unless you own the copyright its normally an infringing offense to share a file, unless of course you have permission from the copyright owner.
Your free of course to share your own home made files and media as you own the copyright, also open source items, freeware and copyright expired or free music, and thats one of the reasons winmx exists.
I hope that answers your question.