Windows Genuine Notification application has release by Microsoft. It will check validity of Windows XP. If the copy of Windows XP is not genuine, not validated or illegal, the notification message will appear. Microsoft just have 2 option : Get Genuine or Resolve Later.  Resolve Later will bypass the notification but not permanent and randomly appear as balloon in system tray.

Just for informational and educational purpose only,  you can try this method. Just delete these files :

\WINDOWS\system32\WgaLogon.dll
\WINDOWS\system32\WgaTray.exe
\WINDOWS\system32\LegitCheckControl.dll

After deleted these files above, you must restart your computer and you will not see WGA Notification any more.

NB. You can boot with another OS ( like Linux Live CD for delete these files).