its not illegal if it doesn't give you more advantage compared to other people.
Custom auras and pet talk needs to be edited directly in the data files in your RO folder. You need a GRF packer/unpacker/editor, you can find some of them
here.
GRYFF is another good one.
There are I believe some installers that do this for you, but I'm not 100% sure on that. Also note that any changes you make won't affect what anyone else sees. Take another shot at Google for detailed instructions, most of the time the custom aura sites will have instructions on how to install it. Though there are some threads (may be outdated) on the forums as well.
I'm not 100% sure whether you actually NEED to do all of the above, but that's how I used to do it.