The DMCA is only applicable (as it states) to things that are not violating copyright law, by (hypothetically) downloading games that you have not paid for, you have commited piracy, which is also a copyright infringement when such works (ie games) are involved, take the mass download site "megaupload" as an example, the site owners were facing not only piracy charges, but also copyright infringement charges for the pirated content. The point I've been making is that there is no legal way to download any game for free, regardless of whether or not you own a disc of it (unless given from the publishing company ie sony), because it falls into the realm of software piracy, which is a federal crime.
The EULA agreement does have to comply with law, yes. But that doesn't mean it's invalid in this case, and in just about every EULA there is a "no copying clause" (which covers copying the game onto computer more times than not btw)as well as proper usage of said product, which does apply when talking about emulation or downloading it unlawfully (not paying for the downloadable game/not receiving from the games company ie sony).
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