Boing Boing passed along to its readers (Boing Boing: iTunes update spies on your listening and sends it to Apple?) a report that the latest version of Apple's iTunes is reporting back to Apple the music that users are listening to (see: since1968.com: iTunes Update: Apple's Looking Over Your Shoulder). This "feature" is via the MiniStore, which presents info about the performer whose song you are listening to and "other users also bought ..." information. The author was concerned that info about current listening was being passed back to Apple without telling users about it.
Other commentators have pointed out on Boing Boing that iTunes does not "phone home" if the MiniStore pane is closed.
This looks a lot like the feature in Windows Media Player which does something very similar, but I note that Microsoft at least asks you when you install if you mind having your info passed along to Microsoft. Apple the good doesn't look so good next to Microsoft.