Notifications and Firewalls
Some personal firewalls, though not one embedded in Windows, may alert on the method by which wgatray.exe is started; in the case of Outpost firewall, it is identified as a "hidden process". The wgatray.exe process itself can be firewall blocked, without apparent problems.
A tool has been released by a firewall vendor to prevent WGA Notifications transmitting information from one's PC.
Read more about this topic: Windows Genuine Advantage