(FORTUNE Magazine) – One of the biggest fears people have about the Internet is that it will turn out to be the menacing embodiment of Big Brother. While many Websites go to great lengths to make sure customers don't feel as if their privacy is being hijacked, others don't take those precautions. Here's a story I heard recently that might make you think twice before giving over personal data online.

Late last year my friend Mallory (not her real name) was expecting a child, so she started surfing the Web looking for good information, health advice, and perhaps some prenatal moral support from other expectant mothers. While on a pregnancy and baby site, she noticed an offer for a free magazine subscription. (The Website on which Mallory remembers seeing this deal denies that it offers the magazine, so we won't name it--let's just call it Site X.) There was a whole rack of magazines to choose from, and the subscription was free. What could be better? Mallory was looking for ways to stay in shape during her pregnancy, so she chose Fit Pregnancy, which is a spinoff from Shape Magazine, published by Weider Publications in Los Angeles.

Technically, the offer was an ad, but it was blended into Site X's home page in such a way that it appeared to be something the site endorsed. Mallory clicked on the offer and gave her name and address.

Several weeks later, the magazine started coming. But so did lots of other stuff. Mallory's mailbox swelled with catalogs from baby clothing and furniture companies, mailings from Toys "R" Us and Kmart, and endless mailings from companies selling birth-announcement cards.

Many Web companies have privacy policies assuring their users they won't sell customer data to outside groups. But Fit Pregnancy makes no such assurances. Magazines and charity groups are the two most notorious junk mail culprits, often selling their lists to anyone who will pay. After Mallory subscribed to Fit Pregnancy, it apparently sold her name to every outfit in the free world with a baby-related product to market. Bobbie Gutman, a Weider marketing executive who oversees subscriptions, says that Fit Pregnancy, like many magazines, rents the names of its subscribers, regardless of the source.

Unless you have a lot of bird cages to line, this can get supremely annoying. But to Mallory, it was deeply disturbing. During the time she was bombarded by baby products, she had a miscarriage. It wasn't the first pregnancy Mallory had lost, and she and her husband were understandably upset.

So imagine their horror when six months later, sample packages of Similac baby formula started showing up in the mail. Or when Parenting Magazine (owned by FORTUNE's parent, Time Inc.) called her at home hawking a subscription. "Congratulations, we understand you're expecting in July," a mellifluous voice chirped from the other end of the line. The call was a haunting reminder of what should have been. It was also alarming since at no point during the Fit Pregnancy subscription sign-up process had Mallory given her phone number or her due date. Home telephone numbers are easily trackable, especially with an address, but she believes the knowledge of her due date came from the comprehensive online birth plan she started with Site X.

The same sort of nightmare could also have happened if Mallory had subscribed to Fit Pregnancy the old-fashioned way, filling out a subscription card and mailing it in. But she says she probably wouldn't have bothered to do that. The Web made it so easy. And since the offer appeared to be part of the site, it seemed to be connected to all this other great information she was getting.

Making matters worse, Mallory can't seem to get off some of the newsletters that dump pregnancy tips and heartwarming success stories from proud new mothers into her e-mail box every week. She tried replying to the e-mails to tell them to unsubscribe her, but the address the newsletter is sent from isn't the same one that maintains the list.

Again Mallory is pregnant, and thanks to new information she's learned about her health, she is hopeful that this time her pregnancy will be successful. So the big question is, Will she go back to Site X? Even though it was Fit Pregnancy that sold her name and Site X may have simply been a victim of an unscrupulous advertiser, the Internet can be a terribly unforgiving place when it comes to negative customer experiences. Why go back to a site that you feel burned you once when there are another 20 offering the same thing? Mallory says she would go back to Site X only if it was offering something unique. Otherwise, she'll take her eyeballs and credit card numbers to the flotilla of other baby and pregnancy sites. Or perhaps offline entirely. "I've been reading a lot of books lately," she sighs. "It's safer that way."

--Melanie Warner