In my opinion here is what I would do.
1) Get proof that the software is illegal
2) Contact the owner of the website (usually by checking administration on domain whois) and ask that the software be removed.
--------
if no reply from 2
3) Contact the web host (by doing whois search or ping tracking) and ask them to contact the website owner.
--------
if no reply from 3
4) Send one more email to the web host and threaten that legal action will be taken against their client and that they will be noted for allowing illegal software to be used on their servers.
5) Get ahold of a lawyer and start a lawsuit process.
Or what you can do if you are in the united states, contact the Business Software Alliance which is a US Government organization that attempts to destroy online piracy.
www.bsa.org
Good Luck!