When you visit a website, your IP address is visible to that site. Same holds true when you post to Usenet, Send an e-mail, chat on IRC, ICQ or web based chat rooms. This is a direct link to your computer. You can easily detect and stop intruders. You can easily spoof your real IP info with bogus info not revealing to those who want it who you really are. All this is easily accomplished.
The best source I have found is http://www.iurlz.com/demtools - They cover every facet of We anonymity, privacy and security. Well worth checking out if you value your Privacy.