Well, for downloading music illigally (means by breaking copyright laws); yes!!
The question is, are they going to do so with you (or your friend)?!?
Reminds me a bit of the prohibition, did they try to get Al Capone or the guy who used to drink his stuff?!?
So, ask yourself, are you the Al capone guy or the latter one??

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"Never Argue With An Idiot. They Will Drag You Down To Their Level, Then Beat You With Experience"