Alias of COUNT is not being "recognized" by SQL Server
The SELECT clause is logically processed after the HAVING clause. Therefore the aliases used in SELECT don't exist (yet) when the HAVING clause is processed.

On MSDN you can look at SELECT (Transact-SQL):


  Logical Processing Order of the SELECT statement
  
  The following steps show the logical processing order, or binding order, for a SELECT statement. This order determines when the objects defined in one step are made available to the clauses in subsequent steps. For example, if the query processor can bind to (access) the tables or views defined in the FROM clause, these objects and their columns are made available to all subsequent steps. Conversely, because the SELECT clause is step 8, any column aliases or derived columns defined in that clause cannot be referenced by preceding clauses. However, they can be referenced by subsequent clauses such as the ORDER BY clause. Note that the actual physical execution of the statement is determined by the query processor and the order may vary from this list.   
  
  
  FROM
  ON
  JOIN
  WHERE
  GROUP BY
  WITH CUBE or WITH ROLLUP
  HAVING
  SELECT
  DISTINCT
  ORDER BY
  TOP
  


This query works because it repeats what will later be defined (the COUNT) in the SELECT clause:

SELECT OrderID, COUNT(ProductID) products
FROM [NORTHWND].[dbo].[OrderDetails]
GROUP BY OrderID
HAVING COUNT(ProductID) &gt; 5;