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In a class in college we packed sniffed on a PC during boot up, I don't recall the OS but this was back in about '98 so it must have been '9x or NT and it called home. So they have been doing this for quiet some time.

I've never seen anything like that for any version of Windows excluding the obvious update checking cycles it does. Yes I have used a packet sniffer. Windows/Office XP/2K3 don't call home apart from the initial product activation, MSN and NTP.

If it does attempt to call home then it is because you've installed something or configured something to do so.