Anyone worried about getting "busted" can do the following:
Get
www.truecrypt.org and install it
Make a virtual hard drive big enough to put all your naughty stuff in (use a nice big password, a whole sentence would do - especially one with numbers "my dog is 7 years old next september" would be a nice one to remember, iyswim)
Put all your files in said hard drive
Optional: Delete your entire OS installation and install from scratch
Give your disk a scrub:
http://www.webmasterfree.com/Hard_Disk_Scrubber_2.0_d1472.html
Laugh at the feds
While it
may be possible to get various bits of data back with a multi-million pound setup and electron microsocopes, I highly doubt that they would bother for some low-level copyright infringement