Depends on the country. In the UK I can't think of any cases of downloaders being pursued by the BPI (British equivalent of the RIAA). They have deliberately erred on the side of 'educating' consumers about legal alternatives to piracy rather than dragging them through the courts.

Heck, the authorities took down Oink's Pink Palace, arrested the owner, then ended up dropping all charges against him and not pursuing any action against the site's users.