Yes, using any cracked software, including a VPN, is illegal. It constitutes a violation of software copyright laws and the end-user license agreement (EULA). The provider can block your access and potentially pursue legal action.
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Instead of risking your PC, you can use these official methods to get the service at a lower cost or even for free: Windows VPN for PC — Easy 3-Step Setup Yes, using any cracked software, including a VPN, is illegal