Let me try to draw distinctions with a difference.
While it is true that each person has his/her own moral code, I think it is fair to say that societies in general have adopted certain moral codes as a necessary component to the maintenance of the very existence of those societies. In fact, there is a high degree of congruence in the moral codes across various societies and religions; even those originating in locales far-flung from each other. I take this as evidence that the human condition, in a social situation, has sufficient cross-cultural commonality that these common rules are likely prerequisites for social amity.
One such rule is that prohibiting theft.
Theft is wrong for a variety of reasons, but I will explain this in my own way.
My life is finite. It's very finiteness gives it its value. When I exchange a portion of the finite and unrecoverable time of my life in the creation of something -- it is mine. I own it. My ownership of my own creation is an extension of my ownership of my life. To deprive me of my creation is, in fact, to deprive me without compensation of those precious and finite hours of my life I dedicated to its creation.
A murder deprives me of ALL the remaining hours of my life. But a theft only deprives me of some of them. Thus, in a hierarchy of values, theft would not be as "wrong" as murder; but it is STILL wrong.
I don't create movies, but I write books and create music among otehr things. If you do not believe my books and music are valuable enough to be worth their price, you do not have to purchase them. If enough people decide not to purchase them, I will be forced to lower my asking price. That is, the value of the time of my life dedicated to their creation will be decided by the value these creations have to others. If they have little enough value to others, I will stop spending the finite time of my life in their creation, and dedicate my time to creating other things.
But when you STEAL the results of my research, reason, insight, time and creativity -- you are depriving me of the value of my life.
This applies whether my creation is physical property such as a tomato or intellectual property such as a book or movie. If you don't like my tomato or book you don't have to buy it. In this way, these things remain available for someone else who sees them to be of value to buy. If you steal it, you both deprive me of just compensation AND deny others the opportunity to have it. If enough people steal my work, I will eventually stop making it available altogether and thus nobody will derive value from it. The objective of all business is profit. When you deny me profitability through theft, you disincentivize the creation.
As all values start with creation in either the physical or intellectual realm; theft is one of the most dangerous actions that can go unchecked. Disincentivizing creators ultimately impoverishes the entire society. This is why practically all societies and religions prohibit theft. It is not just bad for the individual, but if allowed to take place wholesale, would bring society to a halt.
So, yes, stealing movies is wrong. If you believe they are not worth the asking price, then don't buy them and don't watch them.
This is very different than issues pertaining to sex, polygamy, monogamy, prostitution, etc.
Over time and across cultures, it is very clear that a great many forms of organization have been employed; and the most frequently employed in all cultures (accounting for differences in upper body strength between males and females of our species) is polygyny. Rules regarding prostitution differ dramatically both in place and in time. In some places it is allowed, in some it is prohibited. In some times, it has been sacred, in other times it has been despised.
Because of its divergent nature across time and cultures and even between locations within the same cultures; rules pertaining to prostitution do not have the same implications for social stability as rules pertaining to theft. Amsterdam is no less stable than Seattle just because prostitution is allowed in one city but not the other; but if theft were permitted without recourse in either location, it would quickly degenerate to chaos and violence.
So let me draw the distinction this way.
Acts that are prohibited across cultures and across time because the failure to prohibit them would threaten the very existence of the society are malum per se; that is, wrong in and of themselves. And they would be wrong even if no law existed to prohibit them. Stealing movies falls under this category right alongside stealing cars, tomatoes, etc.
Acts that are NOT prohibited across cultures and across time because their performance has little or no effect on social stability are malum prohibitum; that is, declared to be wrong simply because they are prohibited. Such actions, in any given context, may be either wrong OR right, depending upon the end accomplished by engagement. Engaging the services of a provider acting of her own free will generally falls in this category.
There is a big difference between these two things.
Speed limits can fall into both categories. Certainly, 20mph while school is letting out is necessary to prevent the deaths of innocent children at the hands of motorists who believe 20 seconds of their time is more valuable than a child's life. However, the difference between 65 and 75 on a clear highway in terms of risk to the innocent is negligible and the law primarily exists to allow for revenue collection.
So going 60 in a 20 mph school zone while kids are getting out is malum per se; and going 75 on a 65 mph Interstate with no other cars around is malum prohibitum.
Fair enough?