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We have had to face this linguistic problem in Greece since a few years now. There is nothing politically wrong with the term "illegally migrant": the adverb describes the person's actions, not the person per se. However, the adjective "illegal" is handier to use, and is preferred to the adverb in everyday use. Lawyers and human rights activists can argue to their hearts' content about this fine point. In essence, both terms mean the same thing, and everybody knows what we are talking about when we use them.