Downloading is an always popular thing. There are lots of things you can download. For example updates and security fixes for your buggy »Microsoft Windows«, grrr. But you can also download music as MP3 or movies from hollywood, bollywood or something else.
But, if you don't pay for your downloads, the big fat boss will sue you: he wants your money!
So, if you don't want to pay for your downloads, it may be a interesting choice to throw away all Microsoft Software, including Windows. As an alternative you may go to China. I read somewhere, that China is no state of the USA and that therefore in China the US copyright is not in effect. ;-)