What happens if I say “Yes” to the license, but I have bought an illegal copy in the shop?

Well, in the worst case the police might come and give you a fine or lock you up in jail. This does happen at businesses who use illegal software licenses. In any way, you are stealing from the person or company who created the software, by buying and using an illegal copy. Don't think they do not check this in Tanzania. We know of cases were people were fined for this.