Have you activated Windows? Have you had the pc less than 30 days? Yes, they can scam you with bogus license tags or codes. There are even cracks that they use to trick the activation process but other Microsoft programs detect the crack and send out messages like you received.
I would contact the seller you bought it from and ask what is up. Is there a green Microsoft sticker on the pc and if so, is it for the version of Windows you are using?