Hi and welcome to the forum
Every country have different laws, so it is difficult answer to your question.
Basically, as a thumb rule, every download (whatever is the source, rapidshare or torrent) of copyrighted material is illegal, even if you don't share it.
Bear in mind that the source is not synonymous of illegality. There are a lot of torrent files that are perfectly legal like Linux distributions for example. You can download these freely