Targeting home users with legal threats over unlicensed isn't exactly very profitable. The software companies still try to make it awkward for casual piracy with online activation and serial keys. I wouldn't be too paranoid unless you start selling illegal copies.
Companies need to worry about it as they can get reported for piracy quite easily. The only suitable proof of purchase is
a receipt of some sort, a box or key is not sufficient proof of ownership.
If you really are paranoid, do you have a receipt for that software?
