Very low possibility, just don't download The Hurt Locker, the people that made that are out on the hunt for people downloading it. Other than that, try to use proxy servers as much as possible. They re-route your Internet Protocol address and make it harder for people to track you down, also only use trusted torrent sites.
You can be caught doing anything. On the web regardless of what you are doing. If anyone felt a need to sniff your incoming traffic they could easily see what you were up to.
The safest way to download is to download the trials which are legal and then activate them. What you are doing downloading is not illegal activating it is but its harder to detect. If it is something like music you are downloading then if your caught your screwed.
Torrents are illegal. Period. I've only used them on games from 2005 and under. Because it's too much of a hassle to find those games. I mean, just look a this! The people who created "the hurt locker" Tracked a torrent and tracked the ip address of everyone who downloaded it. They made more money from the fines then the actual movie. Just don't pirate.