yea it is illegal to download halo 2 for pc, without paying for it, which really wouldn't make sense since you have it on another system.
if you do end up pirating it (getting it from someone who hosts it off their comp IE: isohunt, limewire, bit torrent, piratebay) you might want to be careful cause you can get your internet suspended for a while or forever, from all the internet services if you get caught, plus you can get fined for downloading illegal material.
