A very interesting find by a researcher called Nadim Kobeissi. He found that a Microsoft application called Smartscreen will by default, inform Microsoft of every app downloaded and installed by every user. He claims that users are not informed about this even though they are given the option to disable SmartScreen...
More images from Windows 8 smartscreen. If the user attempts to perform a potentially dangerous application, Windows 8 will warn them with an appropriate message.