Well, one of the things with chain e-mails: even if you don't pass them on, your address is in the headers going to everyone else, who MAY pass them on, so it still gets collected.

Regarding what Escamillo said about trojans that send off your data: if it's possible, it's likely someone has done it. We discover the malicious viruses because they mess up our computers or do something else we notice. If they don't do anything noticeable, they remain. I may be a bit paranoid, but I'm open-minded when it comes to the possibilities on the internet.