I have downloaded all kind of stuff since... I don't know...
and never had troubles... oh yeah... I had... my mom... "You're GOin to jaiL!!! but give me that movie!!!"... anyway... You can download anything you want as long as its for "testing purposes" or for "backups" if games (roms, ISOs, or other), music can also be downloaded, "backups"...
If you have the original content, that would be great, that way you can really say that its for backup purpose... but if you don't you can say you dowloaded it "yesterday", you have 48 to delete the files once downloaded for "testing purposes"...
And if you notice, the only one caught, is those who download to redistribute... As long as you download and keep it for yourself and family (friends == family :P) they won't touch you... Unless you download the FBI hard drive... lol...
And if you want to be real safe... download from Spanish servers.. they have the right to upload and download anything there... and least I think...
I don't think authorities will be chasing everyone of those who "download" from internet, I mean, if i'd be in front of a judge I'd say "you kid downloads too you know!!"... everyone does it... just by entering to a webpage your downloading..:!! ok... its about 300Kb (the page size)... but its downloads...
lol