You get this type of thing on dvd, though this is from an American one i guess:
WARNING: Federal law provides severe civil and criminal penalties for the unauthorized reproduction, distribution or exhibition of copyrighted motion picture video tapes or video discs. Criminal copyright infringement is investigated by the FBI and may constitute a Felony with a maximum penalty of up to five years in prison and or a $20,000.00 fine.
The bit there about 'exhibition' is basically broken if i have a few mates around my room and let them watch, right?
If it's illegal to sell something you own, then sites like eBay, Amazon, and tons of others are illegal. In fact, if I'm not mistaken, stores buy in bulk from manufacturers and re-sell to customers, which would mean stores are illegal, too. This just isn't the case. What you're not allowed to do with a movie (or anything else that is copyrighted) that you own is copy it, and then give away or sell that copy while keeping the original for yourself (or give away/sell the original and keep the copy).