"go on, prove me wrong".
Step 1: Start a Mac in OS X.
Step 2: Install Little Snitch. Little Snitch does one thing, and one thing only: it looks for stuff trying to connect to the Internet from your box and checks to see if _you_ gave them permission to do that.
Step 3: Install a VM box, such as Parallels, VMWare, or Virtual Box.
Step 4: Install Windows inside the VM box..
Step 5: Install MSE inside Windows inside the VM box. Should MSE, or anything else, running in the VM box attempt to contact Microsoft, or anyone else, you will be notified.The direction of the contact will be listed; if MSE says that it is downloading malware file updates but is, instead, uploading data, any data, this will be logged.
Step 6: Engage the law firm of Dewey, Chetam, & Howe, Fulchester, UK.
Step 7: Profit.