Most of the ways in which you get caught pirating come from torrenting on very public trackers, using your naked internet connection. There are people who just sit on these torrents and log the IPs of those seeding and downloading, do a lookup on them and send canned letters to the ISP with the IP address in them. I received a letter back in the day for exactly this reason. If you’re on a private tracker, yeah, it could be fine. Downloading things directly from a site is fine if the site has SSL set up, since all someone could see from that traffic is you going to xyz.com and not xyz.com/movies/shreck2.mp4