is your country a member state in WTO? are your copyright laws compatible with that of the US? does your country recognise foreign copyright claims from the countries that your pirated media comes from?

your worst risk as someone who just pirates safe media for personal consumption is getting a letter from your isp and that only happens if there are laws against it on the books and your isp feels threatened. if your country simply doesn't enforce its copyright laws it's unlikely you'll be chosen to be punished to set an example (they'll most certainly target notorious distributors) and your chance of getting sued by a media company amongst thousands of potential defendants in what i assume is a third world country is almost non existent.