If an anime series has been liscensed by some company, ie: ADV Films or Manga Entertainment, then it is copyrighted, examples include, Love Hina, Card Captor Sakura, Sailor Moon, Escaflowne, etc. Downloading those series would infact be illegal. However, if a series has not been licensed in North America, then it's perfectly fine, ex: Saber Marionette J
--Mark