downloading conscience

It's hard to have a conscience with downloading when you do not live in the US and the UK.
For a couple of years now I've been trying to develop one. I signed up for buy.com so i can buy my music and got tricked into bogus movie sites but gave up.
This morning i decided to download Milk. I didn't feel any guilt about it because i know such a movie would never come out here. I also like to think that artists in general wouldn't mind if i download their stuff if there's no way i could actually legally get them, it's art and should be appreciated even by those that can't be reached by it.
Then i got distracted and started downloading a few other films but then i remembered, i can go see them in the movie theaters when they come out, why bother - so i cancelled all those downloads.

I think I'm making progress :) Next step is to actually use that buy.com account of mine....

I'm just surprised as to why there's no one big popular site where one can legally purchase films and download them instead of running to the DVD store (or wait till someone comes from abroad) to get them.... and itunes doesn't count coz not everyone has an ipod...