"do something illegal" is correct and usable in written English.
You could use it in a sentence such as: "Rob didn't want to do anything wrong, so he opted not to do something illegal."
"I'd rather be shot than do something illegal, immoral or wrong," he said.
"If I do something illegal, take me to court and give me the right to a defense," he said.
"The job is to separate those who did do something illegal but are still honest from those who are doing something illegal and are dishonest".
She resented the secrecy that had to accompany what was otherwise a straightforward procedure, and she hated having to do something illegal.
When they finally realize the offer is fraudulent, some victims are reluctant to turn to law enforcement agencies because they essentially agreed to do something illegal.
"It was pressing how far you go before you do something illegal or immoral," recalled one senior official who was briefed on the program.
"I knew I was doing something illegal," McNamee said.
"If I had done something illegal, he would've indicted me.
"Did there come a time when you were working at Merrill Lynch that you did something illegal?" Seymour asked him.
Therefore in that society it would make no sense to say that someone had done something "illegal".
If a particular Web site is doing something illegal, that should be stopped, and Google shouldn't link to it.
