Why is it illegal to download games from the Internet for free?

See, I love to download Nancy Drew Games for free. But, when I was searching for questions requiring Nancy Drew Games(of course!). I was intrigued by a question that asks: Where can I find a website where I can download free Nancy Drew Games? And the best answer was: Don't download games from the Internet for free. It is illegal. Now I was hoping that you can tell me why free game downloading from the Internet is illegal.

Arizona on California on illegal Immigration (funny)

*You can hear better with headphones* California's opinions on the Arizona immigration law. We have permission to use the people in our video. WE ARE NOT RACIST IN ANY WAY Music by Broken End Stereo (we have permission to use) Special thanks to Chip Ritter @ RitterMethod (check him out)

My Wife And Kids Illegal Smile Part 1

Part 1