They'd been copied in the US from a version given to this year's Oscar judges.
Judges get sent copies of all the films in the running, but under the strict rule that they're not copied in any way.
So these are much better quality than pirated versions usually are.
But one slight irritation is a message which pops up every 15 minutes saying "for your consideration"!
The second in the Lord of the Rings trilogy is up for nine Baftas.
It's expected to be released on DVD in the UK in August, with a special edition planned for November.