Baisically, your gonna be fine if you download a bunch of crap, they don't typically go after the downloaders. Its the up loaders they want.
As for modding, seeing as you live in the U.S, you are legally allowed to mod anything, seeing as its your property.
However, downloading IS illegal, but theres like a 1/1000000000000 chance your even gonna get caught, unless you download from a site thats being watched a lot.
Id just suggest using torrents if your gonna download shiz.