Using the gadget to play games that you haven't paid for (whether downloaded from the internet or copied by a friend) is both illegal and immoral.
If there is a big crack down on downloading then there is a chance that you will be caught and you will, quite frankly, deserve it.
I find it disturbing that there's such open and frank discussion on here about what is basically theft... You could also be landing Mumsnet in trouble if they're viewed as assisting people in stealing software.