Well, I got my copies of Windows 3.1, 98 and XP (skipped 95, thank God) with new computers that I bought - so I assume they were legal and wouldn't see any point in checking, really. I'm not Microsoft's watchdog, after all.
But are they seriously expecting that 'anti-piracy system' to work? I mean, if your version of Windows did turn out to be pirated, would you go and tell Microsoft about it? How do you know they wouldn't suspect you of deliberately buying pirated software?