Yes, it’s an aveira. The law of the land is the law, and breaking it is a sin.
From an article by R’ Shlomo Brody in the Jerusalem Post (which is worth reading and has many other sources):
“Other decisors, however, accept this principle in broader terms to include most matters of monetary and civil regulation (Beit Yosef CM 369). Consequently, Halacha mandates respecting traffic laws as well as intellectual property rights, including copyrights on music and videos.”
From another interesting article: