Sorry, but I think you are wrong here... If a friend of mine burns a copy of Windows XP, he has violated copyright to do so, and MS could pursue him for copyright infringement.
But of course.
But, under your argument, I might say that I am allowed to use this copy of Windows XP, and make a backup copy.
Absolutely. You cannot be prosecuted for copyright infringement unless it can be shown that you willingly received an illegal copy. However, if you did know beforehand that the copy was illegal, you are then liable for conspiracy or contributory infringement.
This is obviously not allowed, here's why:
It would be less "obvious" if you would actually consult the copyright codes that you are handwaving your way around. http://www4.law.cornell.edu/uscode/17/117.html [cornell.edu]:
( a) Making of Additional Copy or Adaptation by Owner of Copy. -

Notwithstanding the provisions of section 106, it is not an infringement for the owner of a copy of a computer program to make or authorize the making of another copy or adaptation of that computer program provided:


that such a new copy or adaptation is created as an essential step in the utilization of the computer program in conjunction with a machine and that it is used in no other manner, or


that such new copy or adaptation is for archival purposes only and that all archival copies are destroyed in the event that continued possession of the computer program should cease to be rightful.