Yes. It is unlawful to 'own' illegal goods. Just like it is unlawful to possess counterfeit money.
Not unless your a film critic! Otherwise your a naughty critic for sharing!
It is illeagal to burn DVD's because the maker gets no profit, so they are technically "ripping them off"
Yes it is. Read the 'Warning' at the beginning of the movie. Its an unenforced law, but it is illegal to reproduce, or redistribute DVD tittles.
It depends on local legislation.