Not sure about this site in particular but in there
Terms of Service I found this,
Copyrights
6.1 All materials presented on this site are available for the distribution over the Internet in accordance with the license of the Russian Organization for multimedia and Digital Systems (ROMS) and intended for personal use only.
It's possible that the sites servers are in Russia or another country that doesn't have the same copywrite laws as we do here in America. But it would still be illegal here to download copywrite protected movies like many that are on that site.
Here's a question.......if someone is simply "viewing" movies online and not "downloading" them, is that also illegal? There are several sites that offer free viewing to many brand new movies, some in theaters and some screeners that have yet to even come to the theater yet.
I didnt download them but I have watched several new movies online in the last few days. Most of them are pretty poor quality but there are a few top notch one's out there, dvd quality.