All that means is, unless you don't want your investment protected, get retail. For whatever reason the actual definition of OEM escapes me.
Right here you can buy a CPU for Retail:
If you click here, you can get that exact cpu as OEM:
When you buy OEM, you are getting JUST the processor, whereas if you get it retail you get the package, heatsink, fan, manual.
If you've put in your own memory then you can be technically called 'a system builder'. There is no proving ground or anything like that, its just buying OEM saves you money at the cost of any Warrenty. If you have a good heatsink and FAN for your CPU and you know what you're doing and you're gonna overclock it. You can go with OEM being that overclocking it voids your warrenty anyway =) but still, generally its not much more expensive for retail over OEM so generally I still prefer to go retail. Hope that clears some of it up