I don't think using them is illegal in Canada at least. My understanding is that distributing copy-written content is illegal (it's a civil issue and they need to prove damages) but downloading is not in any way illegal.

Bingo - Usenet is download only, Bittorent is distribution.

Myself, as a Canadian - I have been hoping that a copyright holder would actually take someone to court here after our laws were changed, to actually test the lifetime maximum "damages" amount of $5,000.