Its okay buddy, there is no need to worry about. Only if there is a complaint is raised from some anti piracy squad, like someone said before, they'll come after the person. And beleive me your exchange people don't have the controls to monitor what you are doing with your connection. This sorts of things can only be monitored from the main servers.And you can see that many people download from link-removed and if they find any illegal file then they delete it and they don't go after the people who downloaded that particular file. There are millions of people downloading stuffs from link-removed and other file hosting sites. So there is no need to worry about I guess. But still, yes they can monitor anyone if there is a need.