cjrgreen: The legality of emulators depends on whether they use copyrighted code from the console, and whether you have the right to use that copyrighted code in the emulator.
Nintendo and Sony are notorious for suing over emulators. Sony lost a number of these cases, because the defendants (Connectix, Bleem) proved they used "clean room" development to produce functioning emulators without copying any Sony code.
If you do own the console, you can dump the BIOS from your console to use in an emulator. This is what you do to set up PCSX2, for example. But you can't use a BIOS copied from anybody else's console; that's flatly copyright infringement.
The same goes for downloading a game you already own. The license of the game is tied to the physical copy of the game. So you have to either rip the disc or have it in your drive. But depending on local laws, even ripping the disc could be considered piracy.
That all said and done. Who the F cares? Last time I checked, copyright infringement wasn't a top prrority for turkish courts. And when it comes to the PS2, I think nobody bothers tracking torrents, etc. anymore.