Does illegal downloading of music or films make you feel bad about yourself?

Illegality is bad if the rules are legitimate, but sometimes it is not the case. Today, the economy of art is against the artists and profits primarily to distributors. In addition, everybody can make art. So art should be free, or at least we should have access to a cost breakdown (which is currently absent, or non-transparent) of each product to decide whether we want to pay it or not. I defend free art, and if I find something interesting, I pay directly the artist so they can live from their work.