Bootlegs are bootlegs, no matter how you get them. Personally, I'd rather go for an HK set that's an actual factory produced DVD than a home burned DVD-R with a fraction of the half life (though if you have the hardware, you can always burn yourself a new copy of it).
Don't demean others for getting their bootlegs from other places. If you want to download, download, if you want to buy from HK, buy from HK, none of it's morally better or worse.