of cultural works (music, books, movies etc) *even if you don't own the original work*
is a right granted by the Spanish Constitution itself.
The right to make backup copies of software is there as well, but only if you own the original. Public communication of a copyrighted work without the consent of the copyright holder is not permitted, BUT "sharing" between family and/or friends is legal as it is not considered "public" communication.
However, any of the aforementioned actions are prohibited if done for lucrative purposes.
The current points of conflict are a) whether sharing X in a P2P network can be considered "public communication", and b) whether downloading a song or movie can be considered "lucrative" as you're "saving" the money it would've cost you to buy the original.
For some common cases, current jurisprudence states that: downloading songs etc. for personal use is NOT lucrative and thus legal; downloading "backup copies" of software IS illegal (unless you can prove you own the original); offering P2P links (torrents or ED2K links) in a website is legal unless you put advertisements in it or, by any other means, get a monetary profit from that website traffic; selling pirated copies of anything is illegal (the key here being the word "sell").
Probably this website can help you: http://a2knetwork.org/reports2009/spain
. It may, of course, contradict what I just said, but since IANAL I'd rather trust the website