when you surf the web, your browser needs to "get" the info from sites, and when that happens, it "gives" out headers that identify yourself, other than your ip and isp, it also gives out your OS and your browser. if you use download managers you'll know that you can "change" the identity of your flashget so it sends out headers as IE or netscape.
you can also get sygate firewall or other firewalls to "block" headers to webpages so they won't know the OS and browser you're using. and if you're really paranoid, use a proxy and they won't know the IP and isp at all
check this out:
http://www.whatismyipaddress.com/
keep clicking "more details" and the 3rd page it'll display your browser and OS info
pretty scary actually