It's Windows Genuine Advantage, software Microsoft loads onto your computer to detect whether you have a legitimate copy of Windows. It will keep nagging you until you do let the software load and check your system. If it's not legit, it'll lead you to purchasing a legit copy.
The only semi-scam here is that Microsoft pushes it as a critical system update along with the stuff you really do need to protect your system against the latest nasty security exploits.