Look, file sharing is not a new thing. It's not a complicated concept either.

If EA is charging to download the expansion from their site and some other site is providing a download of it for free common sense says that EA probably didn't give it to them and tell them to provide it to everyone free of charge. Do the math!

As for getting in trouble with EA? Will they send men in suits to your house to collect you in a black van with dark windows? Probably not. Do they collect 'usage data' by phoning home in the background when you run the game. Yes. Could some of this data potentially provide them indication that someone obtained the game/expansion by less than legitimate means? Possibly. Are there ways around sending usage data to EA? Yes.

You have to weigh the pros and cons for yourself and use some common sense. I'm not sure what you want people to tell you. If you should download it? That's up to you!