That will not bring you in trouble with the law, but it might cost a lot of money, and owing money to the Dutch tax/state can cause trouble.
In Germany it will bring you in trouble with the law. They are very keen on tax cheating.
Boris Becker, Uli Hoeness, Alice Schwarzer, Klaus Zumwinkel, Paul Schockemöhle, Peter Graf (Father of Tennis Pro Steffi, 3 years prison) to name some prominent individuals.