Well said, Arkacia.
I don't particularly like emulation anyway (I got ePSXe to edit my FFT parties but by the time I got it to work I already bought a GS for the PSX) and ROMs are definitely illegal. Emulators are legal, but you'd technically have to rip the ROM from the cartridge yourself for it to be completely legal (but it is legal to download ROMs of games you already own) and you'd need special equipment to do that (except for PSX and PS2 games, where you can just use your computer's CD/DVD drive). It's easier to just buy the game and play it on a console.