well well well
since IE4.0 there is a security hole called "install on demand". That is a default option, making possible to install/run scripts on your machine without notification. It is used with various scripts pulling info about your configuration (OS, browser, resolution, color depth, certain components version and thousands things you have no idea about).
These scripts get info straight from windows registry, since your windows CD key located there it can be checked by some scripts and later verified against database and if you're using "backup copy" of windows thing happen ... I've heard this script installed somewhere on microsoft.com
and some ppl are stupid enough to register pirated versions there

Another thing is windows update. Here you can't even imagine what info is pulled from your registry.

how to prevent :
disable install on demand in IE, don't register OS with your real name during installation, don't log with your real name, don't register pirated OS in any way on internet, disable windows update, USE LEGAL SOFTWARE

p.s. actually micro isn't hunting single users cause it's not cost effective, but if certain business has 100's of pirated OSs installed there is a huge chance they'll pay for it anyway

About FBI. Why on earth they would like to spy on you ??