An OEM version should technically be supplied by what MS defindes as a "seller that sell an integral part of your PC" (paraphrased) This in effect means that someone who sells you a mouse can also sell an OEM version.
There is no difference between the two EXCEPT support.
MS will support a retail version. They expect the seller of the OEM version to provide support for it. If you have an OEM version MS will charge you for telephone support.