If this is an HP OEM install, and you are installing it on identical HP computers, it will never ask for a key. There is a unique BIOS identifier located during the install, and that allows a volume key to be used. The COA attached to the computer is there because HP must affix the sticker (which has a unique key, because the EULA requires it).
You still have to activate it online, though - which is why you get that message.