Out of Interest, (Im Basing this on the fact you have legit Software!!) have you had the Windows Validation tool Install itself with any of the Win Updates yet?
You will know if you have becasue it asks you to finish a few things when it installs.
If so then you can quite simply install WMP11 and when it asks for Validation just hit the button and wait. it will then Validate becasue you have the Validation Tool Installed so no Internet Connection Required for this part..
DONT PANIC: If your not sure if you have the MS Validation Tool installed ,Then simply go and download it direct from MS rather than via Win Update, this way at least you know that YOU have installed it then repeat the step shown above and it will happily Validate..
If you cant do this then Im afraid your on your own...