Just want to sum up all thoughts about this.

1. As I said earlier, there is no simple way to get files from blockchain. You cannot open it and see some sequence of bytes, copypaste it and get CP picture. All files are translated into special format even if they're unencrypted.
2. Quote from reddit's user tehfiend: "For example I could create a binary that when fed Windows system files creates an illegal file as it's output. That doesn't make the Windows system file itself illegal as it needs to be "transformed" by an algorithm. The same is true with the Datacoin blockchain if that makes sense... Regardlless, if this became an issue, a filter could be created that allows users to block sections of the blockchain in their client but this obviously is very undesirable" . I agree - it is pretty simple to create such filters to avoid people from opening\storing some files from blockchain.
3. And yes, don't forget: it's possible to upload CP into blockchain of Bitcoin\Namecoin\etc. So it's your choice: to be or not to be. Not only datacoin, you can get virus that will store CP on your hard drive, and you won't know about that. What is safe - not to use computer But even in that case, if police want to arrest you for any case, it can just fraud you with drugs or weapons - still popular practices in many countries.