I believe that it is a condition of the very cheap licensing deals from M$ that the vendors cannot supply an installation CD, as it would then be too easy to install it on multiple PCs.
And those that do supply an installation CD usually have it tied to their systems, which is fair enough. For example, I had a Dell Win2K CD that would install fine on any Dell PC, but not on any other brand.
I don't know why this is not more common - maybe it is too easy to "crack" however this "lock" is implemented.
SD