It has become fairly common for people to swap currencies between each other to avoid or lower the fees that can be associated with doing so between your own accounts.
It is not advised that you do this for two main reasons:
1) It is possible that the person on the other side of the transaction is not honest and may "scam" you by not sending you what you are owed. If that happens you would find it very very difficult to get the funds re-inbursed and certainly TGT could not help you.
2) Moneybookers have said that the practice is not allowed and if you are "caught" you will have your account suspended. There is nobody actually looking out for it and of the millions of transactions they have to worry about this is not a big deal. But "if" they notice it would not end well for you.
It is not illegal though or breaking any law and if you want to do it then thats up to you but please ask each other via PM and do it discretely rather than advertising it publicly on the chatbox for example. No TGT moderator will ever take part in the practice so please do not ask.