Why shall UEFA and FIFA been brought in to stop Real Madrid? Its the media who links C.Ronaldo to Madrid, not the club.
Is that illegal? No. Is it illegal to show interest in a player? No
Madrid have not contacted C.Ronaldo behind ManUtd either. Its C.Ronaldo who has used this to get better wage in Manchester.
If you want to learn more about this case, read my article in the Real Madrid forum.
The truth about C.Ronaldos eternal rumours