I forgot to mention that BTC itself is illegal in our country which is the major reason of my fear. I sometimes sold BTC to unknown guy and that's what I'm fearing of. If it was legal, I would have nothing to fear at all.
If your country passed a law regarding bitcoin as illegal then you need to be careful to whom you are dealing with as it will be a complicated case if you are dealing with a criminal. If i am dealing with bitcoin i would make sure that i am dealing with a legit exchange and then try to convert or withdraw my money so that i will not face any legal ramification and i will not dare to trade bitcoin if it is deemed illegal in my country.