VPN is good - No it could send you to Jail and a 545K fine

UAE (F)Law:
Whoever uses a fraudulent computer network protocol address (IP address) by using a false address or a third-party address by any other means for the purpose of committing a crime or preventing its discovery, shall be punished by temporary imprisonment and a fine of no less than Dhs 500,000 and not exceeding Dhs 2,000,000, or either of these two penalties.

For more info:
http://www.theregister.co.uk/2016/07/28/vpn_users_in_uae_face_544k_fine/