Very small chance but it is just as illegal as downloading free music. Also it is as illegal as selling drugs. You can get into at least a 10 year jail statement. But you can download ROMS of games that they don't distribute anymore or have lost their license. All nes ROMS are legal and some snes are legal and few GBA and GB. But if YOUR making the back up of the game (basically a ROM) you can do that you just can't distribute it to other people if its something that's still around. That would be called pirating, So you can download all NES and almost ALL SNES. I would not go download outside of NES and SNES outside just to be safe.
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No you are not able to play pirated PS2 CD's in a Sony PS3. There are some PS3's that are backwards compatible and can play PS2 games.
Its probably not the game, its probably your CPU.
no you have to have a modded ps1/2/3
One of the best sites for downloading R4 games is www.romulation.net , believe me it's the best!
no ,only if you cant get online