Are any free downloading websites such as SourceForge legal

Yes.


http://www.law.cornell.edu/constitution/constitution.articlei.html#section8

To promote the progress of science and useful arts, by securing for limited times to authors and inventors the exclusive right to their respective writings and discoveries;


http://www.opensource.org/licenses/bsd-license.php

Redistribution and use in source and binary forms, with or without modification, are permitted