not all the data is used in advertising. for instance most mp3 sharing programs are spywere, so they can figure out (later if they ahve to) which mp3's users have. programs such as Morpheus are anti spywear.
But, windows is spywear, there pretty mcuh is no way around spyware.
"peace means reloading your guns"
- Dimmu Borgir
"First breath born come alive learn to kill" - Slayer