Oh and the biggest piece of Spyware Around is Windows XP and Media Player v7.0 and above. it's no secret that XP "phones home" and tells Uncle Bill about your shopping habits, browsing habits etc so advertising can be targeted at you!., and the file(s) you view with media player. You should be especially concerned if you are using any "borrowed" software (i.e software which you have not bought and don't have your own licence key) running under XP especially windows based products since XP will grass on you if it finds the same software key on more than 1 machine
XP downloads this info to Microsoft towers under the pretence of checking for upgrades, so if you value your privacy then make sure that you cancel any automatic upgrade option within XP.
This information was gathered from several different reliable sources around the net, but whether there is truth in the rumours or not is debateable!. However I just thought that I would mention it, since it was helpful to me in deciding whether to upgrade to XP or not. On the whole i'm glad that I didn't since XP still has several vulnerabilities and security issues, and the recent worm problem was limited to users of the newer Microsoft products and targetted XP in particular.
A colleague if mine was equally shocked when he came to sell his pc to find business and sensitive credit card details still on his P.C, that he thought he had deleted years ago!. It seems that XP makes a mirror back up of everything that happens on your p.c in case of problems. So if you buy or bank online then it is a good idea to format the HD and re-install the operating system before you sell the laptop or pc on. Otherwise you may find your credit card details and passwords being sold on as well!.
Some Sources of Info:-
ZD Net StoryDisabling Microsoft "Smart Tags"Web Pro News article on Bill Gates Monitoring consumer habits via XP