About as safe as downloading from RomU. Just don't download from MegaShares. And if you use torrents make sure that the torrent maker is legit. Try looking for MegaUpload/MediaFire/RapidShare downloads. If you're interested about a site, then PM me.
Pretty safe most can be found on torrent trackers just dont play leaked copies of unreleased xbox games or MS will throw the banhammer down on you.
He was asking me to send him direct links so that he wouldn't have to register at said site, so I'm assuming that he wants pirated games.