Recently, an Australian told me that he was asked by a customs agent at an airport if he had sent money to China. At first he said he hadn't, but then he remembered purchasing a cellphone from China, using Western Union for payment. Unfortunately the money went to a province of China known for human and drug smuggling, and the customs people knew about the transaction.
Anyway, nothing happened as a result and he certainly had no criminal intent. If there was a serious issue, I'm sure he would have been contacted sooner rather than being questioned by customs.
I have purchased a few radios from China via eBay: Tecsun PL-350, R-912, R-9012, and BCL-2000; and a Redsun RF-1210. Thankfully, liypn and tquchina seem to be legitimate! But it's strange to think that a small, simple overseas financial transaction to purchase electronics could be linked to criminal activity.