It is hard to prove violation of copyright. The Supreme Court recognizes fair use in the copyright world. There is no way the prosecutor can prove that you download copyrighted materials for uses not within the limits of fair use doctrine.
If you share, that is another story. For example, if you buy a DVD and share with your friends, it is not a violation because it is a fair use. But if you show the movie to a large audience like in a community center, the lines are getting murkier. I once had a person who wanted to share a movie in his church with about 150 people. I told him yes you can still argue it is an educational use but once the audience is too large then it is harder to argue that and there is a risk. Sharing on the internet is the latter case, especially if a person makes a commercial gain.
