It isn't rumoured to be illegal, it IS illegal. Nothing can be legal if it's a program that is bought, but instead downloaded free from the internet without paying for it.

THings like Freeware and Shareware aren't illegal, but software like RM2K, 2K3 and XP are ALL illegal.

-----

And yeah, as the others said above, the whole point of these things is usually to make games for fun. You'll be lucky if you get someone to pay you something for it, but then again, if you target the right people there's a slim chance you might get a few pounds from it.