The law in Australia is very similar to US law due to our Free Trade Agreement with the States. That doesn't stop a lot of people downloading and lots of Aussies do. HOWEVER, I have heard of people getting rather nasty emails from their ISP telling them to cease and desist or their account will be frozen. This is usually after a complaint from a relevant authority in the States. I think your best option is to use legal pay sites...that way you avoid any hassles.
BTW, welcome to the forum.
P.S... read the forum rules before asking about illegal downloading. CDf is totally against illegal downloading and I support this position.