As you probably know all sorts of piracy is illegal. Therefore, there is no ethical way of copying files. You will have to pay for an original copy, or if you are using a computer program in a company, then you will need to obtain a legal license for your program.
In light of this, the only ethical course of action is not to copy and pay for all usage. Moreover, when you come across pirated copies of things, you should not partake and you may even want to report this. There are now hot-lines that you can call to give information on pirated software, music, or movies. In addition, these hot-lines are now anonymous. So, you do not need to give your name.
Keep in mind that when there is piracy, we all pay for it through the increase in prices of the goods that we purchase.