This article also provides some step-by-step instructions for turning it off in Morpehus, Kazaa and LimeWire.
New Software Quietly Diverts Sales Commissions
By John Schwartz and Bob Tedeschi.
Articles like this always just seem to hurt the P2P community as a whole. If it is true, we’d be hurt the most. We’d have been lied to and our money would have been diverted and the merchants we wanted to help will have been hurt too. All because we installed a file sharing program.
But wait! I know that this kind of stealware isn’t built into every file sharing program. If these accusations are true, I hope these few bad apples don’t scare people away from the entire file sharing experience, which can be quite educational and rewarding.

What the consumers are not told clearly is that if they agree to participate, their computers may be electronically marked: all future purchases will look as if they were made through the software maker’s site, even if they were not.
In many versions of the software, a purchase will look as if it was made through the software maker’s site even if the shopper came in through another site that has its own affiliate agreement with the online store in question. Those affiliate sites include small businesses and even charities that use affiliate links as fund-raisers.
Some version of the diversion software is used by some of the most popular music trading sites that have tried to fill the void left by the collapse of Napster, including Morpheus, Kazaa and LimeWire. The companies say their software has been downloaded by tens of millions of Web surfers.

Here is the full text or the article in case the link goes bad:
http://www.nytimes.com/2002/09/27/technology/27FREE.html
New Software Quietly Diverts Sales Commissions
By JOHN SCHWARTZ and BOB TEDESCHI
Some popular online services are using a new kind of software to divert sales commissions that would otherwise be paid to small online merchants by big sites like Amazon and eToys.
Critics call the software parasite-ware and stealware. But the sites that use the software, which is made by nearly 20 companies and used by dozens, say that it is perfectly legal, because their users agree to the diversion.
The amounts involved are estimated by those in the industry to have mounted into the hundreds of thousands of dollars and are likely to continue to grow