I had exactly the same thing happen to me about 6 months ago.. well it'd be after i'd been using windows 2000 for about 2 months. I first had a message sent to my IP address which came up on ICQ saying "this is microsoft.. blah blah.. expect a visit" and then the next day i receieved an e-mail that looked very legit.. coming from 'email@example.com' and saying "you have been tracked by our CISCO firewalls using an illegal version of our Microsoft Windows 2000 software, if I don't take action they'll get in touch with the relevant authorities, Northamptonshire Police & Trading Standards. It scared me at first but then i thoguht are they going to visit me just for using a pirated version. It's not as if i'm copying the things, and they're must be 1000's of people doing the same, they going to visit everyone??!. i'm small fry to them!