What's so harmful about downloading? When using uTorrent ?

I know downloading is illegal, so if I download something from free-download websites, just like for example 4shared or wherever, will my IP address be detected that I indeed downloaded illegally?

I'm trying to download Microsoft Office 2007, but failed to have the exact results; instead, it's giving other Microsoft applications I don't even need, and by chance, I had read about "uTorrent ". I'm not sure how this really works and I don't know if it's really safe to use.

So, do you have other sites where I can download torrents SAFELY or I should quit on illegally downloading Microsoft and start on buying one? What do you think?
 
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