The information provided by Microsoft there is for legal changes on the more corporate not OEM or retail products for seeing the product key changed. You still have to go through MS for that. Plus there are now bogus versions of XP to watch for.
Buying your own full install version always works out the best anyways. For valid downloads online you should order a hard copy on cd that will include it's own key there. That is seen more with prepaid Vista upgrades however.