Hi!
If you are getting this message this means that the license/key inserted for windows installation is not for an original XP.
Do you have a sticker or license key on your PC or under your LAPTOP? If yes,contact the vendor or Microsoft. Please note that a counterfeit version of windows cannot use an original license or vice-versa.
Please rate this advice if you found it helpful. Thanks!

Is it a geninue in CD or a pirated one? If pirated one, i would recommended you to go an purchase a validate version and use the key to authenticate your system. and if you have a Original one, you can call microsoft customer care / email them and they should be able to help you out with the same.

Check out this article:

http://support.microsoft.com/kb/905474

Nowhere in the article does it say anything about "your PC is at risk". I suspect that what you have encountered is called scareware; it is trying to trick you into downloading malware. Go to:

http://download.cnet.com/Malwarebytes-Anti-Malware/3000-8022_4-10804572.html

and download and run Malwarebytes Anti-Malware (MBAM for short). Is will detect and clean scareware and malware from your PC.