Microsoft Windows users who are living in the U.S., U.K., Malaysia, Australia or New Zealand have to deal with Microsofts next step in their fight against piracy. A user who opted for automatic security updates might recieve the new anti-piracy tool which will install itself and ask for a reboot. After that reboot the license of your windows operating system is checked. You might see the following message:
This copy of Windows is not genuine; you may be a victim of software counterfeiting
Brian Krebs got some answers from Microsoft about this procedure, here are the interesting tidbits.
Customers who opt in to the pilot and learn they are using non-genuine versions of Windows will receive a message during logon that their copy of Windows appears to be non-genuine and will be directed to the WGA Web site to learn more. If they choose not to obtain a copy of genuine Windows at that time, the customer will receive reminders until they are running genuine Windows
The pilot is opt-in, so all participants are given a choice about whether or not they wish to participate. The opt-in is via a License Terms dialog, and users can chose to accept or decline. Only users who accept will receive the software. Once installed, participants will have the option to suppress notifications for some length of time. Users will not have the option of uninstalling WGA Notifications
WGA Notifications is for Windows XP users. Our client software does not collect any information that can be used to identify or contact a user. We use the same process used by many popular search engines and Web sites to determine where their users are from — a form of IP lookup. This IP lookup process does not include any information that is used to identify you or contact you, and only gives a rough geographic representation of where users are located
It seems to be opt-in for now but it could very well become a must if you want to recieve further updates for your operating system.

How to disable Microsofts new Anti-Piracy Program
Remove WGA