Unfortunately, you're not wrong at all. A good, semi-related example is the recent "online headshop" busts that i've been reading about. If you go to one of the sites that was shut down, (i've not!) you're supposedly redirected to a DEA website that scolds you for trying to visit that site, and then they say (not in these exact words, of course) that your IP address is recorded for any future use if they feel the need. That bugs the you-know-what out of me. And not counting that kind of thing, pretty much any website can and often does know which site you just came from. Everywhere you go on the net you leave an IP trail... if you're curious as to what info you're broadcasting, check out Symantic Security Check or Shields Up for a quick and free test. I don't work for either of those places, i've just found them and bookmarked them. Personally, my computer is locked down tighter than a snare-drum because you never know who is watching... I like my privacy.

NS88