Just to clear up this Alex stuff,
Alex is not spyware if you have not installed some of their software.
But Lavasoft's Ad-Aware identifies a standard registry key included with Internet Explorer as "Data Miner" spyware, with little or no further explanation, and offers to delete it. Spybot identifies it too, also without much explanation, though they have a smarter strategy to deal with it.
The issue is the 'Related Links' feature of IE which appears as the 'Tools'/'Show Related Links' menu item (and a corresponding toolbar button if you added it from the 'Customize...' link on the toolbar). If you use that feature, IE will contact the Alexa servers to obtain information about other web pages which might be, er, related, open an Explorer Bar, and display those (plus adverts and whatnot). Go check the Alexa web site to see if you think that is a good idea (and, just to be clear, I think it's a sucky idea), or just to double-check that you haven't deliberately or unintentionally or absent-mindedly installed some of their software.
And due to a recently discovered bug in IE, you might even transmit (potentially sensitive) URL information if you reload pages long after you close the Explorer Bar, about (even secure HTTPS/SSL) pages for which you didn't request Related Links.
But if you don't use that menu or button, Alexa will not hear from you. No spying will take place.
This feature is still 'spyware', to be clear. If you do use it, you will be sending information to MSN and Alexa, and there is nowhere that Microsoft adequately discloses and documents that privacy 'leak'. Sure Alexa have some information on it and a pretty clear privacy policy, but you don't get to know of Alexa's involvement until after you use the feature and even then you have to hunt for it, and still no mention is made of MSN's interstitial involvement. Don't blame Alexa though - it's Microsoft's responsibility to provide their users with complete and truthful disclosure - and they haven't.
But if you don't use it, it won't spy on you behind your back, and you may sleep soundly. Here are some options :-
- You can let Ad-Aware delete it, with no harm done (though if you later repair, or patch or upgrade IE, it may get re-established).
- You can ignore the alert and leave it be, with no harm done.
- You can fiddle with it so that it just doesn't work (so that even if you, or someone else using your PC, accidentally tries it, it won't contact Alexa).
- Or you can fiddle with it so that it uses Google to find related links, instead of Alexa.