But due to a security hole they aren't that anonymous as they think. In windows Vista & Windows 7 if IP 6 is enabled their real ip adress will be exposed anyway and anti piracy organizations and others can find out who is doing what anyway.
But fortuned for you there is hope, you can disable IP version 6 and this will close the hole.
Guide on how to do this in Windows Vista & Window 7
Swedish Link
http://www.idg.se/2.1085/1.288475/anonymitetstjanst-uppdaterad-efter-hackerangrepp
http://www.aftonbladet.se/pryl/article7328405.ab
http://www.aftonbladet.se/pryl/article7328405.ab