Downloading a game, which is not free, is not stealing in the same sense as stealing an object. The difference is: If you steal something, the owner does not have it anymore. That's not the case if you download. You do infringe on the copyright, but that's different for the law.
That said, the game you search for is in fact abandonware: http://www.abandonia.com/en/games/306/Faery+Tale+Adventure+II+-+Halls+of+the+Dead.html
Abandonia is a serious website, which is around for decades. They can be trusted for their classifications as abandonware.