You will probably need some registration process, so you could tell the user that you will connect to get some update, and in that process send the serial number of the application and the mac address. If the serial number has already been registered then return an error to the user.
Ideally you should perhaps download some needed dll that is tied to a specific serial number and perhaps mac address, so that if the user copies the dll to a different program it will require more work to get it to work.
It depends on how much you want to inconvenience the user as to the best approach, I believe.
Where I specified dll could be any assembly, jar file, etc, that the language in question uses for running the application.