By default, the Zune software sends the software usage data to Microsoft as part of their Customer Experience Improvement Program. If you want to keep your usage private, you can disable this by doing the following:
1. Open the Zune software.
2. Click Options.
3. Mouseover Library and select More Options from the flyout menu.
4. Select the Privacy tab.
5. Uncheck the checkbox under Zune Customer Experience Improvement Program.
6. Click OK.