If it were from Microsoft it would do nothing illegal. You can't sit back here and suspect Microsoft to steal your financial data. It would be too risky and if they got caught, that would be the end. They know better than to do that stuff, plus that idea is just plain absurd. It's just checking to see the Windows install is legit so you can access Microsoft Downloads and Materials. If it's from Microsoft, it's not doing anything bad. (I'm not sure about collecting personal data, but if they say it doesn't, I beleive it, for them to say it doesn't, then to do it would be a bad move, again.). I'm not sure if there are known malwares that use this name to trick people, though.