Yea, be careful of those sites. Many of them are illegal. I've heard stories on both sides of people who have gotten their software all happy dappy, and who havn't.
Honestly, I think buying it from that site is just as legal as downloading Windows from bittorrent. Only difference is, you are paying for it.
If you want free, go for linux. :-)
However, it sort of lacks some media center...ammenities. Good luck getting a remote to work with it. I had trouble getting linux to recognize a 5 button mouse.
Anyways...