65. "accessing unauthorized files via unauthorized services is illegal" In response to In response to 63
if you download only enough megs to buffer for smooth playback or the whole thing.
The sites you speak of are generally all pirate sites that advertise themselves as offering illegal streams or downloads. Like I said, the site owners would get into more trouble than the users, but your ISP could very well issue a cease-and-desist for accessing those sites.
And yes, clicking on links can be illegal, for multitudes of other reasons beyond just watching bootlegged movies.