Hi Glenna, no one here has a crystal ball but the mere fact that there are rather a lot of winmx users on the network should show you that its not such a bad place to be,
Most countries allow downloading, its uploading that has the potential to get folks into hot water.
If as you say your son has ceased doing what he feels is wrong then I think you will be ok, many users on this network share open src programs freeware and yes even religous texts along with copyright free music so please dont get the impression that everything that goes on on the network is against the law this is truly not the case.
No user has gone to jail for using winmx, copyright infrigement is not a criminal offence but merely a civil matter that has to be pursued by the aggreived party (The copyright owner)
I hope that answers some of your concerns.