Sure they have all kinds of lovely tricks that we dont know about...
You mean like even though you set IE Internet Options to not keep pages in History and to Empty Temporary Internet Files Folder When Browser Is Closed and all the other things you do to keep Windows from retaining your surfing habits that the index.dat file that resides in the Temporary Internet Files folder still contains a list of
every site you've ever visited anyway?
http://www.f**kmicrosoft.com/content/ms-hidden-files.shtml
**replace asterisks with the appropriate letters
I followed the instructions at this page to view the contents of my index.dat file and it contained 65,000 lines of text documenting every website I've visited since the last time I reinstalled Win98.
This is why I would never seriously consider using WMP/WMA. What are you going to do when MS decides (or works in conjunction with other entities who decide) that all those files you ripped without DRM enabled are illegal and no longer playable in Windows.
Rob