its not illegal to download material from torrent sites. Its illiegal to UPLOAD copyrighted material.
When you donload from a P2P site such as demonoid or torrentspy you are only downloading pieces of information from up to hundreds of sources, so you arent downloading the whole file from one person. Thats why its legal. Wheras when you seed a torrent (share,upload) you are the only person distributing it, therefor you could be breaking copyright law.
I use torrents all the time, demonoid is the b****x. Downloaded 50gig of music and games and have never had a problem, just make sure you seed or demonoid will kick you.