Yes. Unless the contract you sign gives you full rights to the images, it is illegal for you to copy them.
My mom is a high-end wedding/portrait photographer in St. Louis. Over the past 10 years consumer-scanners have forced her to be constantly adjusting her prices just to stay in business, and now with cheap high-end digital cameras available every yahoo with a grand to blow on equipment calls himself a photographer and talks his friends into letting him do the wedding, or even worse advertises himself as a photographer. Fairly often now you get random people getting into weddings with Canon Digital Rebels or Nikon D70's taking pictures of the cermony and then trying to undercut the photographer on prices. Fortunatly the person taking the picture matters more than the camera so these wannabes just embarass themselves, but its definatly made the business market much much less friendly. My mom has adopted a new price list where the customer gets rights to the images, and full quality digital copies. This way they actually have to buy what they'd have stolen anyway.