If you accidentally download a cp file and then delete it right away shouldn't be anything to worry about. The Feds are looking for the Freaks that have hundreds or even thousands of these files that they are shareing. Just my opinion.
Would like to add this, Not only is cp but almost every file on the network if Copyrighted, is illegal to download, depending on what Country you live in. Obviously cp is far more troublesome in my opinion, than the basic music or video file. Just be a little peranoid and pay attention to what you download. Always try to Preview the file before its completely downloaded to see if its what you thought it was.

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remoc,
i agree that the feds should be going after the people with hundreds of images / videos etc... instead of someone with 2 pictures / videos that they dont know are in their folder. Problem is the statistic given in the article suggest other wise. 10,000 images between 700 people works out at about 14 or 15 images each. Now take into account there will be someone with several hundred images and you have to think there will be some people with a half dozen at most and these are the people who might have clicked on a CP link without realizing it (thought they clicked on the link above or below it). If they then dont realize that it is in their folder for 20 minutes or so because they get sidetracked by getting a drink / phone call etc then they could be screwed because the software will just identify them as having CP on their computer. Hopefully the Feds double / triple checked and went back a few days later to see that they now no longer had this stuff in their shared folders.