I don't install that kind of software either (well, Napster back in the day, but that didn't have any spyware), but I still get these programs on my computer now and then. It's not just file-sharing programs that do, a LOT of supposedly "free" computer programs will add these damn things on. I'm surprised there hasn't been a lawsuit yet.
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Ninti - MK IIa 60GB Smoke, 30GB, 10GB