well they havent really done much to ronaldo except declare that they are interested in a player, i may be wrong but i dont think there is a rule against saying you admire a player and would like to see him in your team in the near future. if united did complain then all you will hear is how united do it, so its ok for them to declare interst but when another club does it to a united player then its war.
i dont like the way they went about it but what can you do? FIFA or UEFA wont do anything, it is madrid after all. now if the shoe was on the other foot how much would you bet united would have letters of complaint from them and fines imposed lol