http://www.myce.com/news/microsoft-spies-on-all-your-windows-8-installs-badly-encrypted-63426/
This means that in some countries the government could make efforts to intercept traffic from the user to the Microsoft servers and then would be able to track installations of e.g. the Tor network used by dissidents in countries like Iran to securely transfer information about sensitive subjects. Even worse, the servers collecting the information are running an insecurely configured web server. If you don’t want to be tracked, but then also are unprotected by Windows SmartScreen, you can turn it off, however Windows will continuously nag you to put it on again.
Discuss this in our Windows 8 Forum.