Yes probably.
If I recall correctly there was a special amendment made to the Copyright Act to enable the internet to actually function properly. That is, before the amendment you and I would be infringing by simply downloading the content and storing a copy in our cache and on our monitor screens. The amendment made it possible for us to surf the web.
However what you are talking about (i think) is somehow subverting the system to download content and save it. This differs from the above scenario as you would be committing an illegal act according to the computer misuse act (i think) which makes it illegal for you to break through a barrier that otherwise would stop you doing or seeing something (kind of like breaking into someone's house).
By the way I am not a lawyer so don't quote me ok 🙂