Here is a quote from by the CTO of Kazaa revealed during a court case against Kazaa

“We need to be careful with user resources. Most obvious is in the adware we add to their machine upon installation. This software slows down users’ machines and can affect other activity such as browsing the Internet (as we have seen with PerfectNav). It is reasonable that we show ads in order to create our free software, but I do not believe it is reasonable to place a user in a position where this free software will also make their machine sluggish. Consider how many people that work for Sharman Networks and its partners that hate installing Kazaa on their machines. ”

Installing Kazaa and other Peer to Peer (P2P) sharing software on your PC is like offering to tow your neighbor's car behind your's everywhere you go.