Tracks: Well, considering your computer and your ISP keep such records, and the person/people you're downloading from may also keep records, it's an easy puzzle to put together should an agency come looking. And, as an FYI, not only do proxies also usually keep records connecting it real and masked IP addresses but it doesn't prevent a tracer from being passed through. (See the recent MySpace incident where the FBI used CIPAV to reel in a user 'hiding' behind proxies to send out bomb In short, they're far better at playing hide-and-seek.

Recommendation: Stop downloading pirated content, delete what you have, and hope for the best.

Legal: Since the downloads are pirated, and hence illegal, this thread is locked. No suggestions may be given that support or facilitate the commission of a crime.