Fine line in legality; it's not illegal to download Windows 7 from thepiratebay, only illegal to use a cracked or generated key. If you have a premium key that you bought online but you lost the disk, you are entitled to download it from thepiratebay. Likewise if you have proof of purchase of a game and you lost the disk, you can get a no cd patch which would be legal.
Then again, everyone yar har diddly dees so what is the moral one-upmanship about?