Should I maybe download vista off piratesbay and put it on a cd them install it and use the installation keys I have from buying it?
I wouldn't do that personally but not because of the legality question (honestly, as long as you use a legit license I don't think Microsoft cares how you acquired the disc).
But the problem is that the pirated copies are most likely patched to disable the activation and other anti-piracy features. So you risk being marked as a pirate if Microsoft ever begins to check for these patches. It is probably not a huge risk but it is there. There is also the question of how well the patch was made, will it break in a future update, will it cause system instability, and so on....
How about buying a DVD drive for the machine? You can get a basic DVD-ROM drive for 15$ on newegg and a DVD burner for 25$.