Oh no, nothing that bad. It the looks that get the attention from the police, but mods are fine as long as they are done properly. Last time I checked, for passenger cars the legal maximum for HP is 500, but even the police admit they have no way to enforce this.
Basically as long as you don't drive like an ass, you can do whatever you want to the car as long as the parts are legal for road use and have DOT/Transport Canada certification.
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1994 530i 5 speed - RIP due to a dipshit that can't do overshoulder checks and ran over the front end with his Jeep!
1989 325i - RIP due to a knucklehead that rammed the car in the butt doing 50 km/hr while I was stopped at a intersection!!
New ride: 1998 318i