Paranoia is seldom a good idea
More than once—ok, more than a dozen times—we've been certain that they were going to get us: that we were walking into a police trap (Dow BBC); that our indefinite incarceration was imminent (Web Police—coming soon); that we'd be chased out and most likely arrested (Salzburg). It's always, of course, been false! (The one time one of us was arrested was for an outstanding bicycle ticket.)
The most common impediment to beginning a "risky" project is fear. There's an institutional version of that as well: where the lawyers will tell you there's a risk to the organization ("I'm all for it—but the organization..." How many times have we heard that?). The way out of that, for us, has often been to assume all the risk ourselves, as the Yes Men. That hasn't always worked—but it's never resulted in anything negative.