PC: ZoneAlarm Sicherheitswarnungen!?

[XBU Gen47]

Habs auch grade mal getestet,alles grün bis auf

Browser privacy check

The test checked if your web browser reveals any private information while you visit Web sites. Usually such information is: the last site visited, your locale and who your Internet Service Provider is.
Danger!

Danger!
While visiting web sites your browser reveals private information about you and your computer. It sends information about previous sites you have visited. It may also save special cookies on your hard drive that have the purpose of directing advertising or finding out your habits while web surfing.

Recommendation:
We advise you to get personal firewall software. If you already have a firewall program adjust it to block the distribution of such information.

kann mir das mal einer erklären? :-)
Ist das schlimm?