Why it is illegal to download torrent files
It is not illegal to download torrents. It IS illegal to download files that are copyrighted in some countries however. I live in Canada myself and we pay a fee attached to blank media (blank cd/dvd's) so I technically pay for my downloads before I ever download them and they cannot sue me here. But if you live in the US, and you are downloading copyrighted music/movies/games you are asking for trouble.
Downloading anything that you didn't buy is illegal. Your ISP can track what you download and if your download quota is more than usual or always high, they may investigate it.
If you want something, go and buy it. By all means download trial software, but only from the manufacturer.
It is illegal to download any copyrighted material that you do not have rights to.