Lord is correct though with a service like yousendit you are less likely to get caught as you send the link to people and they are unlikely to report you unlike p2p networks where you can be traced if sharing publicly material that breaks the law. Ofcourse this only applies if you don't have obvious names of things you should not be sending in such a way.

Like some p2p clients they are considered a tool and legal but how you use it may not be and so you are responsible for what you do.