I would argue that pirating music, movies, and software is not a form of protest. Well, at least in most cases. In those cases, you aren't playing a 21st century Robin Hood. You are just taking something for your own benefit. If you don't agree with copyright law, there are a couple of things that you can do. You can avoid using copywritten content altogether, or you can use stuff like open source software or creative commons licensed materials.

Also, most piracy is committed in what people believe is the privacy of their own home. Protests in private aren't protests at all.