Running Win7 and concerned about privacy?
Seems that Win7 phones home now and then. Did some basic poking around and came up with an interesting sollution:
http://jarmund.net/ncsi.html
confirmed working for Win7, as i've tested it myself.
I've been told that it "might" work on Vista as well, so if you wanna test that, it's up to you.
I take no responsibility etc, but it should work just fine.. either way, your computer won't blow up.
And if you have no clue what i'm talking about, read the link.