The friendly search engines on the internet know a lot about you, more than what you think. Whenever you search something on the net, Google, Yahoo and Microsoft Live Search engines not just search and fetch you results, they also store a lot of information about every query you make.

This techworld article tells you more.

This data is then archived to find out patterns about search requests from users. Basically, this means the search engines can exactly know the ip address where the query came from and can map this to the particular computer or user.  Just imagine what will happen if this data falls into the wrong hands!
So the next time you search something, think. Big Brother is watching you and knows your every move!!