There is an option when installing Windows called the Customer Experience Improvement Program that allows Microsoft to collect anonymous information about how you use your computer. While this isn’t too bad, and I find it interesting, there are some people out there that would rather not share that information with anyone. There is a way to turn it off, if you don’t like it.
But some of the other numbers might give you pause. Did you realize, for example, that Microsoft knows how many times its users click on the Start menu? How often they use certain Aero features? How many programs get pinned to the taskbar?