If you define illegal as a crime (ie Criminal Offence) then, no it is not illegal. It is a violation of the user agreement. Copyright laws are civil matters. You cannot be arrested for it.
In Canada, your ISP may not give out your address or name to the RIAA or whomever is seeking it during a civil matter, which is why all the old cases against file sharers was dropped. It became unenforcable.
It is the same as photocopying a page from a book...it is a copyright infringement.
I had someone lift work I had done and found out the hard way...copyrights are almost as useful as paper umbrellas.