Same product, but retail boxed aftercare supported by Microsoft. OEM aftercare supported by the retailer!.
Any problems in either case, support can be provided by many 'Microsoft' advice and help forums like PCA. Why pay approx double the price for a box (in theory). To me, no contest, save money. But make sure that you buy from a reputable retailer. There will be cheaper or even more expensive pirate copies out there, so tread carefully.