Yes. If you accidentally say "stealing" the word police will be all over you, but for some reason the misconception that downloading and uploading are equivalent goes uncorrected.
And - it's a very important distinction. How do I know that the movies, songs, tv that I download from itunes.com, amazon.com, mp3.com, musicmp3.ru, mp3shake.com, etc, etc.. are authorized to sell them to me?
Well in the case of iTunes and Amazon they have written agreements with the copyright holders which give them permission to sell you copies as long as they pay the copyright holder a specific amount of money.
The way you know this is the case is that copyright holders sue people without such agreements in the court system. So when a record label sues Amazon for some service that offers copies of music, you can infer that the music label does not believe that there is an agreement in place which gives Amazon that right.
There are dozens (at least) of sources of music on the internet, with authentic sounding/looking web-fronts. I'm not really sure whether, prior to downloading music from that site, it's (A) reasonable to expect someone about to download music to do a full court-system search in all relevant jurisdictions to determine if a copyright suit has been filed against said web-fronts, and (B) even more complex, make a legal assessment of the validity of that lawsuit.
While I think the vast majority of us would agree that there is no practical liability for downloading music from iTunes/Amazon/mp3.com/etc... without doing a full legal assessment of that activity, I'm genuinely interested as to whether there is any De Jure legal liability (on the part of the downloader) associated with purchasing/downloading content in which the distributor had not fully obtained distribution rights.
Then there's http://www.copyright.gov/title17/92chap6.html#602 in the event you're downloading internationally. I'm not sure downloading counts as importing, but even so it specifically excludes people importing a single copy for private use.
The good news is you don't have to. You're not, afaik, liable for buying an MP3 from Amazon which later turns out to be unauthorized.
The closest I believe anyone has ever come is when an unauthorized copy of 1984 showed up, Amazon zapped it from people's Kindles (and gave refunds, and promised to not do that again). None of those people were in any danger of being sued.
But, how is an average person supposed to tell the difference between iTunes, Amazon, and a "download this song for free" site they found on Google, that just so happens to use BitTorrent for distributing those files?
BitTorrent links don't work without installing a BitTorrent client?
I'm not entirely unsympathetic, but ignorance of the law has never been an effective defense (for any law), and neither has the "but I was tricked" defense. This is not peculiar to copyright law or computer law. There have been some cases where people did succeed with "I had so much malware, I didn't know what my computer was doing", but that's something you'll have to argue in court.
But why should consumers presume that installing a BitTorrent client means that the download is illegal? It's an unjust expectation on the part of the copyright holders. Note that I'm not necessarily arguing with you specifically, but with the idea that it's obvious that some downloads are legal and others are not, as well as the idea that "BitTorrent" automatically means illegal.
When you install BItTorrent, you become a distributor. You better make sure that you have distribution rights for any IP that you are distributing, or you are violating copyright law. That part is straight forward, and has been pretty much settled in the last decade.
That doesn't mean the settled law is right. How is the average person supposed to know that their torrent client is "seeding"? Ask anybody off the street who the distributor is in that kind of system and they'll say it's the one who uploaded the .torrent, just like the distributor is Adobe or Blizzard or the BBC when they use P2P to distribute stuff.
