Well in my Country Australia,
Its Illegal for Spam, Spyware or or anything that gets your personal information to be in a software package or on an australian website.
Microsoft was already sued from a guy over here because microsoft tried to sell him something he was always looking at on the web or something they also erased his XP remotely because he had an illegal copy of XP.
In Aus if you dont copy it and sell it, its not breaking priacy laws, if you have burnt copy and didnt buy it or dont sell it if you copy it again the companys cant have you arrested for breaking laws
So in any copy of Xp sold in australia microsoft could probley see it online but it dosnt contain spyware and microsoft can do anything about it if its illegal but they dont have to remote assist.