That's theft. If you are able to go somewhere and do this, they pirated the film. You shouldn't give people like this any business/traffic to their site. The more people who go there, the more they'll do it. It's as if you're receiving stolen goods - which is also against the law.
Remember Napster? If you bought a CD you could upload the songs and then everyone on the world could upload the CD to their MP3 players without buying it. That was stealing from the bands who worked hard to make those CD's and it was cheating them out of millions of dollars. Napster got shut down BUT many of the people who downloaded the songs for free also got dragged into court and were slapped with HUGH fines!
Wouldn't you be mad if you worked hard at your job for a month or more and when you were due to be paid your boss said "Sorry, someone stole the work you did this month so you won't be getting paid?"
If the movies are too expensive, wait till it goes to the dollar theaters or comes out on DVD and rent it.