That didn't sound like bragging. But anyway, here's the thing. This is what the courts are trying to figure out right now, actually. The file-sharing program itself is not illegal. If I took some pictures, and I wanted to share those pictures, I could put them in my WinMX share folder. Now other people can have the pictures that I took. This is perfectly legal and safe because they are my pictures to do what I want with them.
The problem is that file-sharing programs are being used to share copyrighted materials. Namely mp3's, but virtually everything else, as well. TV shows, movies, videos, pictures, et cetera. If what you download is copyrighted and you don't have permission from the copyright owner to download or share their material, that is when it is illegal. So, if you wanted to download Coldplay's latest album, you'd have to ask for permission from not only them, but their label, Capitol. You'd never get that permission, by the way, because there's no way either of them would say, "Sure, you can download this album for free." They'd think you're crazy.
The courts are debating whether the programs themselves should be considered illegal. Another example of the US justice system justifying the means by the ends. They seem to be saying that if a program is used to do something illegal, the program itself should be considered illegal. I personally strongly disagree, as I'm sure many of you will, too. It's like saying that because so many robberies happen at banks, banks themselves should be outlawed.