I recently experienced some problems when activating Windows Server 2008 R2, with Windows reporting the following error (or thereabouts):
Activation fails with error code 0x8004FE33
After doing some digging here I discovered that there's a problem activating Windows when you're behind a PROXY and the PROXY authentication is BASIC. In order to bypass this, the simplest (and possibly quickest) solution is to just do activation via telephone.
If you can't find the Windows Activation number, then go to START --> RUN --> "SLUI 04" [without the ""'s] and then OK. You'll be given an option of numbers to phone, and then Robert's your uncle (not in the furniture business, mind).
Thanks to http://support.microsoft.com/kb/921471/en-us.