Commercial software is not legal to download for free, but there is a large amount of freeware, open source and shareware software available. I don’t recommend downloading from random websites or bittorrents, because downloads are a playground for virus writers to attach their malware to seemingly useful download files. I recommend sticking with some reliable software download sites.
You can search and find reliable shareware programs and read reviews of them at
Sourceforge http://sourceforge.net/
C|Net Download http://www.download.com (now includes the VersionTracker library)
TuCows http://www.tucows.com
PC World http://www.pcworld.com/downloads/downloads.html
Freeware is software that is given by the authors freely for use by others. Shareware is software provided as a free download, but to continue using it after a trial period, the user is expected to send a fee to the author. Sometimes shareware has limited features or limits on how many times it can be run, with the full functionality unlocked only after it is paid for and a serial number registered. Trialware is a name for limited time or limited functionality trials of commercial software. Nagware is a name that has been used for shareware that puts messages in front of the user reminding them that they should pay the shareware fee.