Hello every one im new to this site

I have a doubt in cmd (command prompt) i use windows 2000 nt when i tried the command net helpmsg 5 it's saying Access denied why is it saying so , is it because our LAN administrator made it access denied or is it made by the Microsoft people and also Richard Stallman aka RMS during his lecture in our college he said that real player and windows search send all our information about our system whether we are using pirated or original version how to know whether it sends our info or not