I paid for the cd, so I have a license, right?

In the shop it might look like you will buy a legal copy, but often it is an illegal copy. The best check for a valid license is done by comparing prices with the official shops. If it is much cheaper somewhere, then it is probably an illegal copy. Also, you can often see it by looking at the quality of the cd cover, and the way the cd looks. Real cd's have a fine print in the surface, illegal copies often have no print, or a print/sticker which lies on top of the cd.