Sending information to Microsoft has always been in the center of heated debate. Because of Microsoft's size and dominance a lot of people were reluctant to send internal information and called MS "The new big brother", etc.
Personnaly, I don't think Microsoft really cares about my internal information. It is just too big for that.
So I send crash debugs and the likes hoping the next product will have less bugs and crashes.
If you are really into that, the following article is for you: