of course anywhere you go on the internet leaves a trace. Don't you know?? When you log on to the computer, you sign onto your ISP, that's logged. When you visit a site, your IP address gets registered with the site. Heck, as soon as your computer is on, some of you apps send out signals back "home" to let them know your on.
How many times have you been notified by Zonealarm, whether to grant access to bunch of Adobe, MS, or Rio apps? If you don't run a firewall, guess what, you're open access.
When Miscrosoft makes a claim that software piracy costs the company 6 billion a year, guess how they know that? From all the homing illegal software does when the user is not careful. They back cross registration and product numbers to determine who is legal and how is not. They can't use this info in court because it is unauthorized, but nothing that says they can't gather informal info. If 3 million copies of Win XP with the same serial number gets registered on their mainframe, they know 2999999 of them are illegal. If NSA and CIA can monitor ALL telecommunications in the world, then how hard do you think it is to track a careless guy on the internet??
If you don't know what is possible, then you need to a afraid. Be very afraid.