I too have found problems using windows and office product activation.
Setup :
SME server v6 in server and gateway mode.
PC with fresh install of XP SP1 + all M$ windows update fixes, Office 2003 + all M$ office update fixes.
Neither windows or office would activate over the internet. Tried with automatic proxy detection, manual proxy settings and proxy disabled in Internet explored (M$ product activation appears to fetch these settings)
I can connect to
http://www.microsoft.com:80 and
https://www.microsoft.com:443 which is the test M$ recommend.
Unplug PC from e-smith local network and plug in to spare port on ADSL router (which is where the sme external interface is also connected), windows and office activate fine.
All very odd because I have had no problems with this before using SME5.x and probably 6b3 (but I can’t be 100% sure of that) so either something has changed in SME6 or M$ have changed something in a recent windows update fix that breaks this.