Fair enough, of course it’s my PC, but when you are using a Microsoft OS you have to agree with Microsofts privacy statement. So its pretty much like an online service where you have to agree that your data is going to be collected. Furthermore Microsoft allows you to disable most of the services which are sending data out to MS. If you are using your PC like you did it a few years ago (word processing, organising documents, consuming local multimedia) you will not share any of theses informations. But if you are using all the services which are included in modern operating systems, you need to know that your data is going to be shared.