That is incorrect, at least for most retail OEM keys anyway.
I noticed that starting with Vista, the distinction between OEM vs Non-OEM key seems to have been reduced. This makes life easier when there is no recovery partition or the hard-drive is hosed. Whereas with XP, you did have to use an OEM version for the key to work.
I have not had any issue validating windows using the above versions of Win 7, as well as a few vista cds that I believe are retail, as long as there is an OEM sticker on the laptop. Every so often I have to call in and do the automated telephone activation, but they are valid CD Keys and I think that is probably tied to how often the key was activated.
Having said that, at least with Vista, the disc the manufacturer gives you is often locked to a specific laptop/bios/board.
It takes exactly 30 seconds and it is fully automated. Punch in a string of numbers, hear back the activation code. No personal information, no humans involved. I too was dreading doing over the phone activation, but it was remarkably nice experience.