See the following examples from Beachbody, the owners of P90X and many other fitness products.
As with any legal contract (terms of agreement and acquisition through 'kinyan') between two parties, you would be required according to halacha to honor the terms of the agreement you entered into because you have formed a type of partnership. This relates to the laws of partnership as found in Shulchan Aruch, Choshen Mishpat, 176-181 and elsewhere.
Looking at these links alone, any copying or reproduction is forbidden without the prior written consent by Beachbody. So only in terms of your illegal download, you would be prohibited.
This does not address the subject of the individual or organization who is actually furnishing the illegal downloads is in violation of whatever laws may apply.