And considering the liberal suing policies of the media and film industries associations of america (including suing people who has no computer or are dead) I do not know if the risk increases significantly compared to not filesharing.

If one wishes to remove the increase in risk there are commercial anonymisations services such as relakks (5 euros/month or 50 euros/year).

Relakks - Surf the web anonymously and secure

Relakks offers you not only to surf anonymously, but also to use clients and applications anonymously on the internet.

Essentially, they change your IP. Your traffic goes through their computers (a VPN tunnel) and for the outside world it looks like your computer is stationed in Sweden and as the services don't save any of your information any legal summonses are returned with a standard reply. This is perfectly legal in Sweden. Your bandwidth stays the same. It can be tricky to get it to work (though as all things computer related, it might also work perfectly at first try), so I recommend anyone testing it just paying for one month to begin with. If you cannot get it to work you loose no more then 5 euros.

If the EU data retention directive is implemented these services will have to shut down or move outside EU, as that directive demands that parts of all computer traffic shall be stored for later access for police. The EU data retention directive is a big part of the Stasi 2.0 society.