if there a copyright (c) on it, yes its illigal and your can get charged.
If there isnt copyright, then serve your self taking everything...
Not entirely so. Copyright is an assumed condition. You can only use another person's media
with their express permission whether that media has a big (C) emblem on it or not: international intellectual copyright laws presume ownership on the part of the media creator. So just because there is no signature, no name and no trademark on a piece of art or music etc does not mean it is advisable to include it in any work you plan to do for profit.
Another misnomer is "royalty free" - this doesn't necessarily mean you can instantly use the media for nothing. The majority of quality "royalty free" media - htat is, professional level musical scores and high quality graphic sets - are licensed at a price - you purchase a license, and can then use the media without paying royalties on it.
Copyright and games creation is a serious issue - consider that Dan Brown, of "The DaVinci Code" fame, is currently being sued for the alleged theft of a "concept" in his book - not for using a piece of art created by an individual, but for the use of an
idea! So if you are going to use a piece of music, or some artwork, or even a sound byte, from an existing source, be absolutely certain where the copyright lies, and what conditions you must meet in order to use the media legally if it's for commercial purposes.