Not a parent yet, so take this with a big grain of salt.
But if I were to talk about piracy from a moral standpoint, I would first talk about stealing. Yes, we all know it’s not the same, and it isn’t, but there will certainly be someone who says it is, and it’s better to clear that out. Besides, there are some parallels.
Then a bit on moral and legal grounds of piracy:
And in any case, I think the later you tell your kids about “illegal doesn’t mean bad” the better. Could save a lot of trouble IMO.
Assuming there is about 500.000 Annas in the US alone (according to Wolfram Alpha), good luck with that! :D