Yes in a number of countries they can and in others they can't in some countries there are no laws to allow you to but it is tolerated from. There is a difference between doing it for something you own from something you own 9if that makes sense) than actually using a p-2-p network to download something that you may not own.
Even in the countries where you have the right to back something up I think you would be in a grey area downloading the same thing even if you own it off one of the free p-2-p networks.
In some countires it is illegal to download let alone upload. Hence why there tends to be a cautious approach here to anything off the p-2-p networks as opposed to the pay for services. Even more so as in Germany courts have ruled that admin teams can be held responsible for things of an illegal nature being posted on forums, though surrently this seems only to apply to those forums attached to a business.
As someone who appreciates dirct answers, why then did you not answer the question kidd asked about possible copyright issues.