The UK is far stricter that other countries with "fair dealing".
Also, while what you did was possibly illegal you're not a criminal. People could sue you for loss of earnings, but the police (and fines and criminal records) only get involved if you are selling what you're copying.
http://www.soas.ac.uk/infocomp/copyright/library/photocopyin...
http://www.reading.ac.uk/library/finding-info/copyright/lib-...
http://www.bodleian.ox.ac.uk/bodley/using-this-library/copyr...