Nah, dont worry. I've installed tons of OEM copies of every Windows version with no bother.
Only issues i'm aware of is you forfeit your right to upgrade an existing machine, it must be a clean install i.e. you cannot use your OEM copy to upgrade an existing Windows XP machine and once installed on your Mac, you cannot then install the same copy on another machine i.e its now locked to that hardware.
You will also receive no support from Microsoft (but realistically, when's the last time you phoned MS because something was wrong with Windows? Me neither!)
OEM pre-installation kit - thats for system builders like Dell, HP etc who'll customise the installation to some extent, not applicable in your case, it'll be a vanilla build.