Well you could phone Microsft or if your working on a PC as I was on Monday and found its an illegal copy just try to update the PC and the WGA kicks in and tells you to buy a licence and contact info appears then.
UK Headquarters Address
Microsoft
Microsoft Campus
Thames Valley Park
Reading Berkshire RG6 1WG
Telephone 0870 60 10 100
Fax
0870 60 20 100
Please include the recipient's first and last name.
There are better things to do with your time and energy than reporting people using illegal software. If this is a company using a pirated version of Office or XP on all their computers it is a bit different, and I believe there are actually rewards for reporting them. I personally wouldn't report them anyway, but I'm not here to be the moral police.