As you may know, Microsoft has updated their WGA - notification tool. But what you don´t know is that this tool will phone home when you try to cancel the installation of the WGA tool.
If you haven´t installed a desktop firewall you will get no notice from this homecall.
Heise.de has checked the content of the packages which are sended back to Microsoft and they include a lot of cryptic stuff, the version of the WGA and a GUID which could be used as a unique identification mark. The language of the system and if the machine is part of a domain was also submitted to Microsoft.
Redmond told Heise.de that they collect the datas for quality reasons without identifying the users. To prevent the home call it´s higly recommended to install a desktop firewall. Roughly translated source by Google