Well could you have downloaded "Windows Genuine Advantage Notifications from Windows Update?
Microsoft say this.
"Windows Genuine Advantage Notifications for Windows XP notifies you if a copy of Windows XP is not genuine. The notification messages only appear on computers that have failed the WGA validation process and that are running a copy of Windows XP that is not genuine. If you are running a validated, genuine copy of Windows XP, you will not receive notification messages"
That's not to say it has it right. I've heard stories of them accusing people with genuine copies