1: Ignore em, you never got any letters.
2: Get a trusted ISP that refuses to give out user data. Some ISP's here refused to give out details about the servers for various p2p sites, and even went to court to fight the anti piracy guys. Such isp's deserve your monthly money, not some one that gives it up and just gives out details.
3: Use Peerguardian 2 in the future ( I know it doesn't offer that much protection, at a guess it only blocks about 50%-75% of the anti p2p *****, but also blocks other evil people like known gov. ip's, leechers ( even 'legal' torrents have em), or if possible a proxy server.
4: Get into a private community for ''stuff'', public is too much exposed.
5: Never admit to anything, even on the forums.
6: Someone else did it on your connection.
7: Always enable encryption where possible.
In the worst case: Show then ''random pic of game box'' + ''random receipt of game'' from internet and ask them ( if ignoring them fails and they keep on whining) why you would download a game while you own it. Or when it comes to showing them in person, buy the game, scratch the disc as someone said above, and show em that you're entitled to play what you payed for.