Rapidshare and Megaupload?

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So sometimes when i'm searching for freeware online i'll come across it on a site and it takes me to rapidshare and/or megaupload. I've also noticed that they have a lot of popular games, movies, etc...seeing as they are a file hosting website. Are these site's legal? Will I get in trouble if i use these sites? What's the deal about file hosting sites? Anybody wanna send me some advice? Thanks!