Well, if you buy a new PC/laptop from a real vendor (not ebay or craigslsit), you probably are safe.
If you buy a real box with DVD, safe too.
If you downland a version and pay, make sure it actually is the one from MS (like digitalriver etc.). Actually, if it is not a special student version from digital river, always insist on the package. I bougth another student version from my university store, that also is a safe source.
Once you have it installed, try one of the methods mentioned above. If it shows up a pirated "talk"to the guy who sold it to you.
I once ordered a textbook at 30% of the MSRP. It turned out it was a PDF (that part wasn't clear, I thought it was a used textbook and therefore cheap). Well, since I can download pirated PDF myself for free and print them, I sent the seller an email and he refunded my money. See, even pirates have honor

i then paid a near full price for the real textbook in paperback. but you see, not even the "old" media is safe nowadays.