In civil law there really is no such thing as legal or illegal but who has the best story in a court of law as to ownership and fair rights.
How you use content that as a download for personal or non-commercial use is of little relevance, equal to receiving stolen property perhaps, as compared to the violation of making such assets available through an unauthorized point of distribution. What you do with the asset in hand I doubt anyone would really care unless you redistribute the works for profit or not which is a direct violation and mandate of the Copyright.
If it matters though best talk to a lawyer.