Illegal sites, by definition, are digital counterfeits. They aren't Rolex, but they often want to make you believe that they're the real deal, plated in gold and silver, when actually they're just cheap knockoffs.
The name might be your first clue that you're dealing with imposters. Check the domain name that appears in the address line of your browser. Many illicit sites (of all kinds) are hosted in far-flung or obscure locations and thus may not have a typical .com name that denotes so much of the Web's more credible traffic.
What's more, the full name of the site might give you pause. If a site name likeWeHazMoviez4Freez.biz, for example, doesn't make you think twice about its legality, you may need to sharpen your Internet scam-detecting skills before doing more surfing.