Upgrade to version 6.02 of iTunes, and you may be transmitting information on what you're listening to to Apple. I'm not really surprised they're doing it, but after the Sony debacle, you think they'd be a little more careful...
Anyway, if you close the "Mini-Store" pane, the transmitting behavior will stop.
Updated to add: more from Macworld on this story. Apparently Apple does not store the information transmitted to them — music recommendations are made on the fly and then the track information is discarded — but still, explaining it would have been a smart idea.
