Am i constructing my house illegally?

The situation is that i bought a plot of 300sq yards from a property dealer. He completed my land papers like registry and mutation from tehesil and gave them to me. Now when i started making my house on that land people from Gas Authority of India(Gail) came and said that i can not construct building in this land because it is their RoU for their gas pipeline. They say that their RoU is of 20 meters and no construction is possible in it. My house is 7 meters away from their pipeline. They say they didn't bought this land from the previous owner but they paid 1 time compensation when they placed their pipelines on that land.they have agreement with the previous owner. They said "even prime minister can not make building on this land".they threaten me to lodge an FIR against me and said i will not get bail for that. I said this is my land, you have no agreement with me, i was not notified about the situation when i bought this land, you only have an agreement while i am registered to this property. So now am i doing something wrong? Wont i be able to make my house? Please help me.