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Excerpt from XP SP2 Professional EULA

2. AUTOMATIC INTERNET-BASED SERVICES. The Software features described below are enabled by default to connect via the Internet to Microsoft computer systems automatically, without separate notice to you. You consent to the operation of these features, unless you choose to switch them off or not use them. Microsoft does not obtain personal information through any of these features. For more information about these features, please see your Software documentation, the Microsoft online support site, or the privacy statement at http://go.microsoft.com/fwlink/?LinkId=25243.