Microsoft Knowledge Base Article 892130 contains the following introduction:
The Windows Genuine Advantage program is a new program offered by Microsoft. The Windows Genuine Advantage program verifies that you have a genuine copy of the Microsoft Windows XP or the Microsoft Windows 2000 operating system installed on your computer. If you request a genuine Windows download from the Microsoft Download Center, you will be prompted to complete the validation process. You may choose not to validate your Windows download. However, if you validate your download, you are ensured faster access to the Download Center in the future, when validation may be required.
After successful validation, a Microsoft Windows Download Key is stored on your system for future use. Then you are returned to the initial download details page to obtain your requested download.
