If your conscience is getting to you, then here's a simple solution... burn the copy to a rewriteable media such as DVD-RW. Once you've watched it you can erase it or overwrite it with something else. No chance of being caught red-handed with 200 DVD-Rs
I have a DVD recorder (like a VCR) so I just record movies off pay TV, and then burn them to DVD-R via the PC. I'm pretty sure *that* is legal since it's for personal use only.