The correct answer is to tell the truth. The point of the security clearance process is to determine what somebody might be able to hold against you (i.e. to blackmail you into giving up confidential information)

If you told your interviewer that yes, you have downloaded some pirated movies, then if somebody calls you up saying "hey, i'll tell your boss you're a movie pirate if you don't tell me X" you'll feel confident shutting them down.