Windows is very leaky.

This commit attempts to cover running code and not sending sensitive information to Microsoft about what that code is, or what it did on your system, presented as registry entries just in case a version of Windows which lacks Group Policy is being used.

Via http://iase.disa.mil/stigs/a-z.html and based on Windows 7/8 (with the exception of Smart Screen which is an 8 only feature).