Click this image for access . Those are stored on your own harddisk. They contain information about you. So you can refuse. It's not very private though.
Some places are less private then others.
When you chat at MSN or AOL every public or private message you send is being recorded. Mr Byte compares it to staying in a hotel room where everything you do is being recorded. IRC is not like that, and yet there are chances that your privacy on IRC might be violated too. Mr Byte gives a revealing insight in IRC privacy, in quite untechnical terms. Of course there are newsgroups on privacy.