i have got yelled at from my ISP a few times for downloading movies because someone called them up and threatened to sue them, and they in turn threatened to cancel my service....

after that i have been downloading 10 gigs or more a week, using utorrent and a anonymous proxy... no problems at all.

a proxy basically hides you ip and ISP information by re-routing through a server. it can slow your downloads down depending on which proxy you use but its effective and safe.

just make sure your download has plenty of seeds and leechers, also check out the utorrent.com forums (even if your using something else) they have tons of tips on boosting your speed, by editing max tcp/ip connections, etc.
forum.utorrent.com / IF YOU HAVE SPEED ISSUES READ HERE FIRST


~Raelum