Alright, this is new to me. I went to the Microsoft download site to get the latest anti-spyware beta. Here is the screenshot.

That’s right, there is no choice but to click the continue button. I suspect this might scare off a few people who are using pirated copies of Windows. If you click the continue button however you will see that you DO HAVE a choice whether or not to validate your copy.

I’m not sure what to think about this yet.
The future will tell.
Quote from Microsoft website (Emphasis mine)
Will I be asked to provide personal information?
During the validation and activation processes, Microsoft does not collect any information, such as your name or email address, that can be used to identify you or contact you. These processes simply enable Microsoft to create a match between your PC’s hardware profile and your 25-character Product Key (located on the COA), which we then store and check against future activation and validation attempts. We do this to ensure that your Product Key cannot be used by another person in a malicious manner, such as activating a pirated or non-genuine copy of Windows.
What’s the message that you maybe hearing soon?
If you have a pirated copy of Windows don’t count on getting ANY updates from us. No service packs, no free add-ons. You steal, you lose. Tough luck!