A lot of smaller shops who build units themselves will sometimes provide a "demonstration" version of the software as a favour, as it saves at least £60 on the overall cost. But if they have done this they should spell it out to the customer to avoid any misunderstanding. If you have a genuine licence there should be a sticker somewhere on the unit (we used to put them inside the case to stop people pulling them off). You would also have product materials like a booklet and a set-up or recovery CD. Any paid for software should also be itemised on the receipt.
Aye, this would be an OEM version...but even so the windows software should not show up as being illegal unless it is a pirated copy. If it is a pirated copy and the shop sold oyu it then you can sue them. Check it is pirated then go see the CAB
The OS software most commonly used in this senario is the Volume Licence Key version of Windows XP Professional using a leaked or manufactured number as this does not require any product activation. But these numbers are now detected as such by the Windows Genuine Advantage procedure though. These usually fall in the range xxxxx-640 to xxxxx-650
The point I was making was that a lot of small system builders do this as favour to the customer to try and keep the price down, ie the unit is sold officially without software but happens to have a working version of Windows XP (and other software) for test purposes that they forgot to remove.
If however you were sold the unit as having properly licenced software that turns out to be bogus you would have case for legal redress. I think you need to first contact the vendor and clarify the situation with them.
The Microsoft website provides advice:
http://www.microsoft.com/uk/piracy/report/faq/default.mspx