I don't trust Microsoft because they've been caught over and over again "accidentally" sending extra information and/or just "forgetting" to tell us they are sending the information at all.
I don't trust kazaa, etc. because they want to make money, so if the software and service is "free" they have to install spyware, adware, p2p computing, etc. to make money off of you somehow. Also, the p2p companies like kazaa are trying to get rich by stealing from "evil corporations" and musicians so they have no respect for other's property rights -- why should they respect yours?
I'm now somewhat suspicious of all companies after both Real and Creative were caught using spyware.