Seems about right.
1 U.S. dollar = 1.17910068 Canadian dollars
If you were looking at the Alienware site, were the prices listed in Canadian dollars? Plus, overall I think that rig would be WAY better than the Alienware.
And looking at The Newegg Canadian site, they don't sell OEM Operating Systems. You would have to go with a Retail, or order the OEM disk off of Tigerdirect