I assume you're refering to something like this message: http://upload.wikimedia.org/wikipedia/en/7/78/Windows_Genuine_Advantage_Notification.png
In this case, it means that your computer failed validation and is flagged by Microsoft as non Genuine (or pirated in this case). If you want to find out why you failed validation, visith http://www.microsoft.com/genuine and click "Validate Windows" and it will give you a personalized page on why you didn't pass validation and how you can recover.