well, you usually have to download them (which costs something), and then burn them on a cd.
But it doesn't matter what microsoft does with anti-piracy - there will always be free software to go to. If MS suddenly makes their new OS crack-proof (and NO ONE breaks it), everyone will not jump up and buy a legal copy. Making a crack-proof OS will be the best thing MS could do for the open source community (besides uploading their entire code tree for every product ever to sourceforge), because it will force people to get off their tails and learn linux.