Eh, I don't download illegally (haven't really for at least a couple of years, now), but as a "crime" it's been blown completely and utterly out of proportion. Several activities that are in principle and effect no different to downloading copyright protected music are completely legal and even encouraged. It's annoying that something can be demonised and jumped on by the law for no other reason than that it costs record companies money.
I think they need to stop being greedy and make a very clear distinction between:
1) Going into a store and stealing a CD from someone's shelf
2) Making copies of someone's intellectual property and selling them
3) Privately accessing and listening to a digital copy of someone's intellectual property in your own home
1 is theft,
2 is copyright theft,
3 is no different to making a sketch of your favourite artist's copyrighted painting and hanging it on your wall.
