The Keys on the cases of major-brand OEM boxes are never intended to be used. Microsoft quit allowing online Activation of such Keys in 2005. You'll have to phone Microsoft to Activate.
If you are getting the error at the initial install (before attempting online Activation), then I'm not sure why. Such an error was common with XP, where the "type" of Key had to match the "type" (OEM, Retail, Volume Licnese) of the Install CD. But I believe that problem disappeared with the introduciton of Vista.