I'll never get why in the US people actualy make a big deal out of ilegal downloading. It's not like the police is going to search every PC and iPod for that stuff, and even if they find it, how can they prove it's ilegal? P2P networks like torrents are the more common way of downloading stuff off the internet, which means that users are just sharing files from other users it's pratically impossible to know who was the first user to post the file online (eventhough most of the times they do publicise it). The bottom line is that everyone downloads free stuff off the internet, and as long as you don't try to sell them (who would by them anyway, anyone can just download them just as well) nothing is going to happend to you.
And don't start talking about copyright, hollywood is a multi-million dollar industry, do you think they care if they lose a couple of million? Well they do, but so what? Big industries are virus in our society, anything that upsets them is fine by me. As for TV series, it's a bit of a paradox. If you watched them on TV or taped them, you wouldn't be arrested it's free, so whats the problem with downloading it? A TV series is shown for free on TV so it's your own right to download them as you would any freewear.
Stop being so scared all the time open your eyes and enjoy all the free stuff you can get.