What kind of proof is needed to have someone arrested for sotware piracy?

I am very very scared. I was going to sell some illegally copied software to someone over the internet and they are now threatnening to send the emails we exchanged to the police to have me arrested. I didn't actually sell him the software but I discussed price with him and he threatened to send the "correspondence" to the police after I disagreed to his low price. Am I in deep trouble? I certainly will not partake in this kind of activity again.