Well firstly I'm always suspicious of anything like this as it is invariable a scam/fraud.
I can only assume that you have a legit version of windows.
The standard windows genuine advantage checks would take place when using windows update or downloading something from windows download area that requires WGA validation, so if it is happening outside of that it is possibly a scam/fraud.
This would normally give a URL to visit to confirm your copy, etc. this could well get you infected or request money for a legit registration key, etc. You should never click on links like this as it may purport to be windows/microsoft but would be for a different site.
If you haven't already got this software (freeware), download, install, update and run it,
preferably in safe mode and report the findings (it should product a log file).
1.
SUPERantispyware On-Demand only in free version.
2. MalwareBytes Anti-Malware, On-Demand only in free version
http://download.bleepingcomputer.com/malwarebytes/mbam-setup.exe, right click on the link and select Save As or Save File (As depending on your browser), save it to a location where you can find it easily later.
