From a firewall newsgroup "[the] MP3 crowd ... do not have a clue what they are getting into when they install these P2P FS apps, and then grant them server privileges. I mean, why bother having a firewall in the first place if you are going to poke a bunch of holes in it for any app that asks you to. <jeez>"
There are many other ways for parasitic services to be installed on your computer. One firm that I am aware of - it is mentioned in TR4A's post - uses free kiddie software. The software is offered free of charge. You download it. You install it. Your kids play it for free. Then it spys on you when you get back to your computer.
A long list of sites/services known or believed to be associated with spyware, data mining and data warehousing companies was posted in a firewall newsgroup about a month ago. Ezula was of course one of them. Its aliases are bloyalty and contextpro.
I won't post the entire list of firms and IP addresses here unless one of the moderators pokes his nose in and says that it is ok.