PimPamPet: Nope, not if you legally own the game.
Alex79uk: Actually ROMs are illegal, regardless of whether you own the game... Just pointing out a very common misconception. ROMs are always illegal, unless the original copyright owner has released them in to the public domain. See also - Abandonware etc.
Incorrect.
ROMs (or dis or tape files) aren't always illegal.
Its illegal to distribute them without copyright holder's consent.
There are many, many instances of the copright holders offering that consent either on a wide scale to anyone who wants, or to specific websites/individuals, or licensing them to particular companies.
This is, after all, what GoG does for a business - obtains a license to distribute games.
Its been done in the past, I bought licensed Atari rom files for MAME from Star Roms while they existed.
I've bought compilations for PC and consoles that are licensed emulation, and downloaded legally public domain games.
All above board.
What you can't do (in the UK) is download a game without that right. Owning an original does not allow you to download someone else's copy. It does allow you to make a backup of your original, but you can't then use that backup unless your original is no longer functional.
All very messy, but not always illegal.