Well it not illegal to have the program on your computer. It only illegal to use it to download copywrited software. It perfectly legal to use it to share freeware between people.
This is not the first thread on this topic ... thats why this forum has a search engine ..and why we lock these kinds of posts instead of just deleting them....
The software itself is legal but the programs, music and movies you download from the software in most cases is illegal.