If the crack isn't 'dialling home' then the only way you could get caught is by telling an IM board that you use it
The short answer is probably not and even if it did they're pretty unlikely to do anything more than block your IP from accessing it anymore. If its using WAMP then it's to authenticate when you start up, it means you need to keep running it when you start SEnuke but you can close it once it's signed in. If you'd like to avoid that you could upload the page you use for amp to your web server (assuming you have one since you use SEnuke) and point the host file there.
Best of luck.
/edit: there's actually an active thread at the moment about an senuke crack if you have any questions you're likely to get a quick response there.