No. Were you serious? Just downloading it is not illegal - it's using it to DOS someone that is illegal.

You can even DOS your own site with it and be fine. Just not someone else.

"..even DOS your own site with it and be fine"

What if there are other sites/services are hosted on the same physical box?

Then it's not "yours", you are renting it, and whoever you bought hosting from specifically disallowed you to do that, and then you shouldn't.