In the first book when Hagrid come to get Harry, he uses magic, but tells Harry not to mention it to anyone. THen, in the second book Harry is sent a warning almost immediately after Dobby used magic. How come they can't track down Hagrid the way they tracked down Harry? Wouldn't they notice that Hagrid uses lots of magic???
Harry is under close scrutiny the whole time he is in Privet Drive. One of his minders is Mrs Figg, and it is probably through her that word got back to Hogwarts about Harry's "extracurricular" magic. Hagrid, however, does not have this level of surveillance and makes the most of the situation.
Also, Hagrid says that he is allowed to use magic to find Harry. Presumably they wouldn't notice a bit of magic just after he's found him, Hagrid being on 'licence' if you like!