By default, the Zune 4.0 software sends the software usage data to Microsoft as part of their Zune Experience Program. If you want to keep your usage private, you can disable this by doing the following.
1. Open the Zune software.
2. Go to the top and select Settings.
3. From the left pane, select Privacy.
4. Uncheck the I want to help make Microsoft software and services even better by sending Zune software usage data to Microsoft checkbox.
5. Click the OK button.