Thank you Stephan for your valuable reply!
You are absolutely right, that it would be better idea to buy a dirt bike from Kenya (maybe I still will). But it is actually so that I will buy a new tax free Harley from Finland before I will move down to Kenya(sell my old Harley in Finland and buy new with only 1/2 of the normal price!). I will get so called Finnish export licence plates for the new bike, which I am planning to use in Kenya. Of course it is meaning that I will use the bike in Kenya while I am working/staying in there (depending of the road condition etc.), but the main purpose is to return back to Finland after one year with a new Harley!!! (according Finnish law you have to work/stay abroad for 1 year to be able to bring a tax free vehicle into the country!!!)
We will be staying in Mombasa, so I don't need to take the bike into Nairobi! I am planning to ship it from Finland as a sea freight (together with my employer's project goods) directly to Mombasa! I am sure that there will be some problems with the customs etc., but I believe that it is worth to take the risk!
Wish me luck, let's see what will happend!!!