You are mixing definitions:
Stealing is when you deprive goods from its rightfull owner in an unlawfull manner.
Copyright infrigement is when you just copy what other people have created disregarding the legal authorization and/or monetary compensation required.
Piracy is what those damn Somali pirates have been doing at the sea.

As an example, in my country it is ilegal to sell copied DVD movies, but you can download and use your own copy from the internet without being prosecuted. Legal problems only arise if you intend to commercially profit from that act.