It doesn’t matter if it’s a CD, a Film, or manual with the instructions to build a spaceship. If you copy it, the original owner doesn’t lose anything. If you don’t copy it, the only one missing something (the experience) is YOU.
Enjoy!
Of course, if you happen to have some extra money for donations to creators, please do so. If you don’t have that, try contributing with a review somewhere or recommending the content, spread the word. Piracy was shown to drive businesses in several occasions by independent and biased corps (trying to show the opposite).
In some cases it may actually be correct, which is why some musicians have chosen to release their content for free or on pirate sites simultaneously. But the difference is that it’s their choice, informed by their understanding of their finances, their career and where they want to go. We don’t get to sit here and make that judgement for them.