What, no link? I'll do it:
http://www.computerworld.com/a.....rc=hm_list

Folks, if you get pop-ups at ComputerWorld remember that it was me, not Rick, that posted the link! There's certainly some irony in hunting down pirated copies of an end-of-life OS. MS should sell non-support licenses for $5 or $10. After Windows 7 comes out, let XP be free of charge!

There is not really anything to 'beware' about here.
As the blog entry at http://blogs.msdn.com/wga/arch.....p-pro.aspx says it's an update to 'WGA Notifications' which you don't have to download and should not affect you if you have a legal copy of Windows XP anyways.

Edit: Though I suppose it is good to be aware that there is an update.