Could be any of a number of things, but it's usually a sign that the activation didn't take.

Things to try:

If using Vista or Win7, you must install as an administrator. Right click on the installer and select 'Run as administrator' from the list.

A full uninstall/reinstall as per KB #685 (Check-in to Your Profile > Product > Customer Support > Search KB or Submit New Ticket).

An offline activation. Just follow the instructions in the installer when doing so.

Hope this helps.