Same exact thing just happened to me. While my guests were still staying with us I received an email from our internet provider. It was a warning email advising me that a movie was illegally downloaded on our network. It even gave the name of the movie, time of download, etc. Of course, it threatened possible lawsuits. We notified our guests and they admitted to downloading the movie...they did stop.
My son - who is a computer programmer looked into putting some type of filter on our network. After messing with it all day Saturday he concluded that we don't have the right type of router to place filters on. That would be my first solution - but evidently it can't be done with our current setup.
On the welcome sheet that I have in the apartment I added a warning about peer-to-peer downloads of movies/songs. I also added a rule in the house rules section.
I was amazed at how fast my IP sent us the warning email.....I think our guests hadn't even finished their download when the email arrived.......