If you buy a new PC in the UK from a computer manufacturer, more often than not, you will not get a Windows operating system disc. Computer assemblers can legally ldblquote copydblquote Windows operating systems onto the hard drives of new computers under licence by paying Microsoft for the privilege. Its cheaper for the buyer that way but if you change your hard drive or have to reinstall Windows then look out for big trouble. I had similar problem last year when my hard drive packed up and I had to buy a new hard drive and a new Windows disc.
What you have described sounds perfectly legal and above board.