Using these apps is not illegal. its what you use them for determines if the activities are illegal or not. if you download free software or public domain software or free music, then it is fine and perfectly legal.
If your downloading software and music that is copyrighted, yes, your actions are illegal. The software still remains unchanged.
The government does not enforce copyright licensing, thats the responsibilty of the copyright owners, who usually use a copyright house to protect their works, which the RIAA, BMG, ASCAP are all copyright license enforcement housings. they are not government entities.
These companys will find copyright violations, and then they will turn whoever is suspected of breaking these laws to the law enforcement agencies.