In a press statement, the company said: "Microsoft is sending letters explaining to individuals who have already downloaded the source code that such actions are in violation of the law."
Microsoft also warned that it is using alerts on peer-to-peer clinets where people have shared the code.
The statement continued: "Additionally, Microsoft has instituted the use of alerts on several peer-to-peer clients where such illegal sharing of the source code has taken place. These alerts are designed to inform any user who conducts specific searches on these networks to locate and download the source code that such activity is illegal."
Microsoft is referring questions about the investigation to the FBI.