Downloading a game you own is illegal, and I'll tell you why: copyright and intellectual property protect against unauthorized distribution. Whether you own the game or not isn't the question, all unauthorized distribution that isn't protected under fair use is illegal. And trust me, hosting ROMs isn't protected under fair use.
The point about having the game is that the ROMs have to come from somewhere, and if you have the game, you can justify owning the ROM to inquiring minds by telling them you ripped it yourself. Without evidence that you did otherwise, they won't be able to get the search warrant they need to find out if you downloaded them or not, which is coincidentally the only evidence that you've broken the law.
You can link to all the CNN and PCWORLD articles you like, but I'll just whine and complain until you give up and ignore me. Also note that the article you linked to was published on June 2, 1998, which is before the Digital Millennium Copyright Act was passed (October 1998).
