Anti piracy Help????

I just bought a cyclo ds today after watching videos on youtube. Then I heard about all the anti piracy stuff..
1.is there a way to prevent that??How???
2.Is there like a program that i can download to check for that stuff??
3.If you get caught.... what happens??

Replying to #1

Relax. Anti-piracy just prevents you from playing a game, nothing more. And since you have a Cyclo DS, that's gonna be the least of your problems. You have to update that Cyclo DS, of course.