Most of the time they're copies made by someone secretly recording the film in a cinema with a hand-held video camera.
Previews of the Chamber of Secrets were shown all over Britain at the weekend, so some people thought an illegal copy might have been made then.
Warner Bros said in a statement that it took all means necessary to make sure its films weren't copied on the internet.
But film experts say pirate copies on the web are getting more and more common, particularly because of hugely popular movies like the Star Wars series and Spider-Man.
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