On the topic of WarCraft 3 and CD-ROM's, one of the recent patches allows you to play the game without having the disc in the drive, which is pretty cool.
Eh. I have a pirate copy for everyday use, simply because this pirate copy has all the updates and add-ons needed to run DotA well enough (I'm in South Africa as well BTW, playing on Twilight). For legality though I have a copy of the game as well as the expansion. I'm not going to use it though, as the setup and "getting it to work" is simply too much of a hassle.
Oh, and I don't see any issues with using the pirate copy if I did pay for the game. Just personal choice