I am going to buy it from a guy I dont know. So I wont use exchange but I dont know the guy and I have no idea where he got his bitcoins from.
as long as you buy it, and you have proof of the purchase transaction, then I believe no law will bind you.
if possible the seller is arrested for his criminal activities. and tracking related to where Bitcoin is distributed. You may be involved in legal proceedings. but will not bind you as a suspect when you have evidence that will prove that you are the buyer, not a criminal gang.