Microsoft recently created the Windows Genuine Advantage (WGA) program, which validates your copy of Windows XP to make sure its legitimate. If your copy of Windows is genuine (non-pirated) you will be able to download security updates and software from Windows Update and the Download Center.
The way the WGA program works, is when you try to download software from Microsoft using Windows Update or the Download Center, you will be prompted to install an ActiveX control (for Internet Explorer v6.0 or higher). This software validates your copy of Windows to make sure its genuine. If you don't install the ActiveX control, you will not be allowed to download the software.
The Firefox plug-in is a recent addition to the WGA program, it works just like the I.E. ActiveX control. To install Firefox plug-in, you need to download the WGAPluginInstall.exe installer, then run it.
If you have any problems, using the WGA helper applications (i.e.: the ActiveX control, or Firefox plug-in) use this Diagnostic Site to make sure the plug-in and connection is working properly.