Along with what potobble said, one of the biggest reasons people get caught is because they talk too much. I've been working with underground forums for a few years now. Every single person that go caught using any "illegal" software was caught because they told someone what they were doing. Many of them told their "best friend" who got mad at them and reported them.
Lose lips sink ships.
P.S. I would also stay away from anything that changes how the game works such as run speed, quick porting, etc. That's a dead give away -- and they ARE watching.