It isn't where you buy it, or who from - but in what form you buy it. It has to be on the original medium. Some video duplicating shops will make a DVD copy of the Star Wars films for you if you own the original laserdiscs or VHS. (much as many VHS-to-DVD shops will add a music soundtrack to your home movie, so long as you provide the CDs.)
Anyways, I'm not trying to make a judgement for or against this practice. I'm just telling you what I know. Interestingly enough, my LDs do not have an FBI warning, nor is macrovision compatible with the video signal.
