Sometimes when R/Cs are shipped from overseas they are shipped using frequencies not allowed by the FCC for R/C use.

The R/Cs legally brought into the US must be on certain frequencies and within certain channels of those frequencies.

I know of 49mhz, 75mhz, 27mhz and 72mhz but I'm sure there are more I forgot.

The only time you'd get busted is if your radio caused interference with someones equipment and they traced it back to your transmitter. The chances of that happening are almost zero but it "could" happen. The power of these junk transmitters that Heng Long uses are so weak that the interference will likely never happen.