Actually, it depends on where you live as to whether it is illegal. It is still legal in Canada - though our Parliamentarians are drafting legislation that may be introduced in the fall but the Supreme Court has upheld an earlier veredict in favour of ISP's to not have to provide the names of people using P2P programs.
I am unsure of the legalities surrounding providing this info to you where you are so I would just suggest you research Peer to Peer apps and go from there. Kazaa is not very good if only because it is notroious spyware - as are nost of those P2P apps.