Well, unless the dealer you got it from was unscrupulous.
I've heard of it happening with XP; installing one of the service packs for example can invalidate some OEM installations because MS blacklists OEM keys that are distributed on pirate networks. Unfortunately the legit users are impacted as well.
Unfortunately MS only really helps with retail copies of windows purchased from stores, and defects to your Manufacturer in the case of an OEM install.
Can you tell us the model number of your gateway?