If downloading stuff is against the law, how is pirate bay still running?

[CSIS Im Going To Derail A Train]

There are all these warnings about downloading stuff being illegal. But somehow pirate bay is still up and running. How can this be
But pirate bay is so obvious. It says in big letters. Pirate Bay.

[Kevin]

This is because the government is both for and against pirating music.

[Windowphobe]

Murder's been illegal even longer than intellectual-property piracy, yet people are still shot on the streets.