Although I don't really condone illegal activities, I do it for my own enjoyment and not for profit,
IMO That's a bit like saying you can steal chocolates from M&S providing they are for your own consumption ! If it's illegal it's illegal . I don't buy that many downloads, and the ones I do, if I put them on a CD I never bother with the cover, I just write the title on the CD ! To be honest a lot of the music I prefer is fairly inexpensive anyway; I very recently purchased a CD of an LP we have had for 30 years or more, and it cost me 8€ 79c. including postage ! I do buy LOTS of DVD's; I use AMAZON's Market Traders, Play.Com etc. and find them extremely good value.