I think that spyware gives u an ID and that the info (profile) of the ID (you) are saved on the server. So when you go to the same site or a affiliate site it trades your info. I have asked personally some guys from the company and they say mostly that it is not spyware it is an anonymous entry on a research that tries to find how many people use windows 95 or 98 or ...
Do you think they say the truth. I don't.