You can easily emulate FFVI. (Or buy it...wouldn't be too hard.) It's not like the robotic emulation patrol force will burst into your window and blast your computer. You'll be fine.
If you must steal from Blockbuster or what-have-you, you could just rent them, never return them, and never return to that store. (The standard way of ripping off rental places.) It's up to you if you must steal it or not...it can't really be that expensive.
Of course....
Y'know.