Trade groups representing movie, game and music publishers announced on February, 19th, 2004 that all new CDs, DVDs and games sold in the United States will feature a new FBI warning label warning about serious consequences that unauthorized copying might cause to the person violating copyright laws.
The label will replace the old variety of labels already shown in most of the media products and will also be significantly more visible on the product cover. The new warning says:
"All Right Reserved. The unauthorized reproduction or distribution of this copyrighted work is illegal. Criminal copyright infringement, including infringement without monetary gain, may be investigated by the FBI and is punishable by up to five years in federal prison and a fine of $250,000."
Trade groups behind the initiative were MPAA, RIAA and ESA (Entertainment Software Association that represent video game publishers).
The warning usually applies to the sale, publication, public showings and distribution of copywriten materials such as movies, music and TV shows for the extent of making profit without special consent of the copywrite holder.
If you plan to only watch the movie/TV show in your own home or make a backup copy for your personal library, that is acceptable.
It is only when you plan to make money on the showing or sale of the movie/TV show that you are breaking the law.
The warning is there to warn you not to break the law.