Legal Question in Intellectual Property in Illinois

If the files are protected by copyright law, I would suggest leaving them behind.

When you bring these files into the US you violate US law since you are importing counterfeits, and the penalty could be seizure and destruction of the external hard drives and stiff fines. As a practical matter, however, copyright owners have bigger concerns than you, so you can probably get away with this provided you do not upload the files, as the RIAA, MPAA and BSA are mostly watching high volume upload and download activity on P2P networks and acting on tips from informers.

Once downloaded, these files are generally invisible to most detection software. So for songs and movies, whose to know you even have them unless you try to transfer this stuff to someone via internet or unless someone snitches on you for the rewards offered for such? If the files are counterfeit software, there may be detection routines embedded but probably not, so unless you access validation programs such as for attempted registration or updating of the counterfeit software no one will know you have the files. Note that when you update anything, validation checkers may check your software to see if you qualify for updates and find out the prior versions you have are counterfeit.

So, without knowing details, I would say just don't access P2P networks trying to distribute this illegal stuff or trying to get more illegal stuff, don't upload your counterfeit files via the Internet, don't try to update them and don't tell anyone you even have illegal copies, and you can probably go undetected.

As a student you might be able to work some fair use angles, but that is pretty sophisticated for lawguru and requires some tricks, so I will pass on outlining how that might be done. Besides, as a copyright attorney, I try not to encourage willful infringement. In your case as a starving student, I made an exception since you have done the right thing by asking about the legality and because it sounds like you already have and use the files and just want to avoid disruption when you come here. Welcome to the US. You needn't lose sleep worrying about this. If you get questioned about it, just be honest and most of my colleagues will let you skate. If not, post again for further help here.