If you're installing SQL Server 2008, you'll get a panel near the end of the installation process that asks you if we can collect data on how you use the product. Check those boxes!
I was with someone one time during their installation, and when that panel came up they blew through it, telling me "I don't want the 'mother ship' taking the data off of my computer".
OK - that's just silly.
There are a lot of people that work here - but we don't have enough people to have time to care about the data on your computer! All this box does is send up a list of the click orders and that kind of thing in the tools you're using. That's it. It's simply a way for us to find out where we made things efficient for you, and where we didn't. At the team level (where I sit) we get a scrubbed version that explains what we need to change in the tools to make things easier for you.
So check the boxes - they are only there to help!