It's perhaps worth pointing out that, despite the omnipresent representation of non-commercial filesharing by media outlets as "illegal," that is a misnomer. Commercial (or, at a stretch, large-scale non-commercial) redistribution of copyrighted materials can - although very rarely does - result in criminal charges being brought under most European and North American legal systems. This is what it means to be "illegal," in the common usage of the term in English: risking criminal charges and concomitant penalties.
However, noncommercial filesharing is in fact covered by civil legislation, not the risk of criminal prosecution. That is, if you share that Justin Beiber song and get "caught" doing it, you risk being sued by one of the various front organizations set up by the media oligarchies expressly for that purpose. They may drag you through court, subpoena your ISP's records to get your real-life identity, win a money judgment against you for economic costs and punitive damages, and appeal this judgment all the way to the U.S. Supreme court (which we've actually seen, of course)... but they won't be able to get you charged with a crime, they won't be able to arrest you, and they won't be able to put you in prison.
Thus, downloading the latest HBO show isn't - definitionally - something that is "illegal." That is simply inaccurate.
What is more accurate to say is that doing so may engender civil liability if pursued in civil court in some jurisdictions. It's not quite as snappy as calling it "illegal downloading," but on the flipside it has the benefit of being accurate. The "illegal downloading" meme has been spread with impressive effectiveness by the media oligarchs and has now become so well-entrenched that one rarely sees someone correct it. Which is reason enough to correct it.
Illegal things are those which risk criminal penalties if caught and convicted. Downloading HBO shows isn't going to result in you going to prison, not even under the wettest of the wet dreams of the media mercenary lawyers. It might result in all sorts of bad experiences in _civil_ courts - which can certainly be bad, and certainly are nothing to scoff at. But it's not criminal, and it's not illegal. In contrast, selling DVDs of those HBO shows that you burned from your torrented master is, indeed, covered by criminal statute - as is (arguably) running a big tracker that takes advertising and is thus (arguably) commercial in nature even if for its users it is free. See also: TPB.
The creeping spread of police state claims of "illegality" when it comes to actions and decisions that are not, in fact, in the legitimate realm of criminal consideration is worrisome, and is rightfully to be resisted. Crime - and hence "illegality" - should be reserved for actions that harm another person or otherwise have a substantive impact on the social framework itself. Petty commercial disputes between individual participants in economic exchange - and that's what the dispute over noncommercial filesharing actually is - does not come close to rising to this level. Yes, it's handy for the media oligarchs to cloak their purely economic interests in the language of criminal sanction. But, however useful, it's inaccurate. A lie, in other words.