Do you mean a tracker or a client? I can't see much reason to set up a tracker, as there are tons out there already. As for the client, I can see their point, if it is using up a lot of bandwidth, etc...
OTOH, if it's just to seed your own software or music or what not, I'm not sure I see the problem. Is it explicitly against your provider's TOS, or just a general thing they to as "piracy prevention" in which case, if you're sharing your own intellectual property, seems a bit premature here.