I don't even know what the law says in my own country, instead I use a country where is it not illegal to download (but is to upload) and has excellent global connectivity and got a VPS there. I installed Transmission, disabled uploads, and a few other tools and now I just click the magnet link on a torrent site and the media shows up in my download folder after a few minutes or sometimes hours. For anything a bit popular I get 300Mbps downloads on average.

The country in question is left as an exercise for the reader.