It doesn't matter if it's a CD, a Film, or manual with the instructions to build a spaceship. If you copy it, the original owner doesn't lose anything. If you don't copy it, the only one missing something (the experience) is YOU.
Enjoy!
Of course, if you happen to have some extra money for donations to creators, please do so. If you don't have that, try contributing with a review somewhere or recommending the content, spread the word. Piracy was shown to drive businesses in several occasions by independent and biased corps (trying to show the opposite).
I see, I guess my thought there is you don't need video games to work or earn a living, a video game is a luxury and luxuries aren't worth compromising integrity over. In fairness to all of you guys, I did my fair share of piracy when I was a kid, my sense is that as soon as you can afford software your tune suddenly changes because App Stores are a lot easier than whatever the kids are doing these days