To answer your original question in different wording: No, it is not ILLEGAL to download and possess a CD containing an OS (either current or legacy). It is dangerous from your own perspective to download from torrent sites because many of them have malware or errors injected into them. The problem comes when you INSTALL, or attempt to install, an OS for which you do not possess a legal installation key. For instance, if you legitimately own a valid installation key, it really does not matter how you obtain the physical CD (borrow it from a friend, whatever), but you must use a legitimate installation key to install the corresponding OS.