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I am looking for a website/program that will show you what information that is being passed to websites. I know that IE passes the outlook express profile info )email address) to websites when asked but I have now noticed that Firefox seems to be supplying at least the state that I live to websites when asked now.

This information is not being supplied by Firefox, they are guessing your state based upon your IP address. Are you on a cable modem/dsl line? If you are it is easy to guess what state you are in. Even IE did not pass information on to websites - it just tried to complete forms for you when it thought it could. No information was passed to another server. Generally a browser will only pass a referrer (website you clicked through from), your browser type, OS type, and any cookie information for that domain if asked. They already know your ip.
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Mark Cushman