It is legal in all countries. Depending on the size of the dish, your location and the Satellite your trying to receive, installation is fairly easy. For example for me to receive NTA, Ajazeera English, Russia Today, Press TV, Senegal TV, and a bunch of other International TV stations on Galaxy 19 @ 97°W KU band in the USA, I bought a Receiver, Universal or Linear KU LNB, a 36in (90cm) Dish, RG6 Cable, and looked for the transponders on Lyngsat.com (all channels in yellow are free). I also used a compass to locate where to point my dish, or you can use Dishpointer (you can even input your adress that way you can see if the area you had in mind for the dish is not blocked by trees or buildings) to locate your Dish Elevation, Azimuth and LNB skew.
Here are USA, FCC rules governing FTA Dish size and placement.