DaWickedOne,
to download anything "off" mIRC, someone else must send it to you. This technology is called DCC, Direct Client-to-Client connection. So your task is to find that "client" first.
When you use @find, or !list, or anything like that (such keywords are called "triggers"), you're actually asking if anyone has the stuff you need. Some people run scripts that automatically reply on your trigger with instructions how to obtain the file. You should read those, or just ask people in the same channel.
As for legal/illegal, that's nonsense. You asked for videos, and some of them are perfectly free. Besides, not everyone lives in the USA or its occupied countries, and laws are different throughout the planet.
