I didn't really know where to put this, since it's kind of a strange question. However I hope that the experts here are able to help me on this one...
I am on a long holiday with my future parents in law in China. So, a few days ago we got a nice present from someone, a small chihuaha dog. Here's a pic of the little monster

Anyway, I was wondering if it would be possible to take him back with us to Belgium as we are kinda getting attached to him and it would be difficult to leave him behind. Does anybody know airline regulations on this?
I am flying Gulf air from Hong Kong via Bangkok & Bahrain to Heathrow and then BMI to Belgium. My girlfriend has it a little easier and she's flying KLM from Hong Kong via Amsterdam to Belgium.
What are our options to do this legally and what would it cost? Any chance we could take him in the cabin with us? As you can see he's really small...
Also, what are the odds of getting caught if we do this illegally? Is it a big risk and what would be the consequences of getting caught?
I'm sorry if this is a stupid question, but I really have no idea on how to solve this or who to contact...
Looking forward for your answers,
Tommy