Not really, else I would be locked up for it.
I always illegally download my music unless I love that particular artist/album then I will buy the actual CD as I like the fact its something I can hold kinda thing and would want to support them.
I used to use Limewire which was gawd awful but did the job (eventually), but now I use YouTube downloader and its fine imo and uninstalled Limewire, glad I would be safe with that.
I used to download films using uTorrent but havnt for ages, will get rid of it if my internet could get cut off because of it if that law gets passed.