You don't get arrested for downloading torrents. The cops are not going to show up at ANYONE'S door and arrest someone for torrenting. The primary reason is because it's a violation of copyright law, not criminal law -- but it's also because if the cops show up at someone's house because someone was torrenting, who do they arrest? How do they determine which person at the house was torrenting? They can't.
In my entire life, I have never had any issues with torrents whatsoever -- probably because I don't seed, which sort of defeats the purpose of torrenting, but it helps. What usually happens in some cases is you get a "cease and desist" letter from your Internet provider. They basically say, "hey, we see you're uploading a lot, which means you're torrenting, so please stop or else we'll shut off your Internet." Most people get a few warning letters before it happens. Like I said, though: me personally, I have never gotten this kind of letter.
When torrenting, I advise lowering the upload rate and not seeding. It's generally frowned upon, but that's the best way to do it if you really don't want to risk anything (though I've only adopted this policy recently and again, nothing has happened to me).
When people get "caught" for torrenting, it's usually because they're downloading Hollywood movies as they're released. I don't think anyone will "catch" you torrenting PGSM, and even if they did...it's an unlicensed property that you cannot legally obtain in your country or with subtitles. There's nobody in this country who will sue you for it (which is what happens: you might get sued but you WILL NOT GET ARRESTED, at least I'm pretty sure). And even the suits get dropped, like Funimation's suit, because they realized they can't sue thousands of individuals over torrenting a One Piece film.
You sound very young or very uneducated about what actually happens when people torrent, and what happens when people get "caught" torrenting. It also seems like you weren't expecting this kind of answer. It is illegal for any of us to watch PGSM with English subtitles, just like it was illegal for many of us to own VHS fansubs of Sailor Moon back in the day. If you don't want to download torrents, you don't have to, but know that you will have a hard time locating these files otherwise.
Disclaimer: don't quote me on any of this. I'm not a lawyer and this should not be construed as legal advice. You most likely won't get into any trouble for downloading from a torrent, but your ISP might send you a letter asking you to stop.