Using stolen merchandise - even if you didn't actually steal it - is still a crime.
Personally I couldn't care less as long as you don't steal my stuff (hurray for moral ambiguity), but you might rethink admitting to any crime in public. Even though it is extremely unlikely anything will come of it, why take the risk?
It's not necessarily stolen, I've heard of employees getting games for free from their job. They do work there after all and it's possible that they get it as a reward/bonus.
My dad got a copy of the C&C Generals Expansion for doing something with EA (he was a computer consultant, didn't actually work for them); so it's not like every free game is stolen.