I have found that when downloading anything off the Internet, using your best judgement is usually the best thing to do. If it seems like you are about to do something Illegal, you probably are. And before you download, find the website that acually owns the file and see what their policy is. Basically, what everyone else said above.
As to the ebook issue, as far as I know if you have already bought the book in paper format it is alright to download the ebook. Its just the same as ROMs.