No, it's not illegal. It is however, a little risky. I've tried downloading Megamix myself before, and all I got was a trojan.
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No, but it is illegal to download ROMs, BIOS files or any unauthorized copies of DS games.
There are no working PS3 emulators. The PS2 system has some poorly working emulators that can barely manage to complete some PS2 titles with a lot of work and very poor results on over half the titles. The much more complex PS3 system does not have a working emulator, but it could still be illegal to download Sony Software if it was included in the emulator even if the emulator does not work
Downloading DIC contents for WWE 13 on Dolphin Emulator or to a different medium is illegal. WWE is a paid game. Downloading it without license is a prosecutable offense.
You can't. It's illegal to use any type of emulator if you do not own the console of the emulator..
Despite the fact that Nintendo has mid-leading information on owning ROMS, the answer is NO, since that program isn't an emulator more so a hacking program. Hacking IS NOT illegal as long as whatever you hack belongs to YOU.Odds are, having the ROM (to hack) would be illegal, unless you owned the actual cartridge, then you would have the right to own a spare ROM.