That's not true, man. People used to do that, but then the government got smart about it and that's why they banned megaupload and other file2sharing sites. I think I heard that piratebay got closed down too.
government doesn't give a shit about these stuff. the real reason why sites like Megaupload were shut down is because of DMCA. in other words because of copyright laws. sites like Megaupload were a place for people to share copyrighted material such as Hollywood movies and when you mess with big companies like that which lose millions they shut you down.
at least If there is any negative action, we will find out about it in any case. we must get used to that it is becoming more popular with the global financial structure and the state authorities are trying to gain control over the crypto currency.