if you are talking about software makers like microsoft, even if piracy is legal in your own country, it's illegal for your country to even have it due to International Lisence and agreement, if a country cannot abide by copyright laws to an international software, it is illegal on international laws to import that software. Least thats how I understand it, but in your case, since it's the indivisual people who probally pirated it off the internet, they burn bunch of CDs and sell them, also considering that such acts are legal in your country would mean there is no fear of being locally investigated, however if an international investigations occurs (which I doubt they could do so easily) you would be held up for international laws.

Least thats the way I understand it.