Under the guise of advertising, some freeware, shareware and trial version programs that are downloadable, contain components which utilise the Net to send user data back to their parent companies. On connection to the Net a unique identifier is assigned to the user of the software. Usage data and other information is then collected for transmission to the parent server.
The person using the application is often unaware that this is happening.
If displaying an advertisement was all that these components did then this may seem reasonable... Advertising sponsored software development.