Time to finally settle those nerves, guys. M33 is not violating your privacy on the PSN. Believe it, cos it's Dark AleX himself who's talking about it now.

Posting on his official site, DA said that the M33 connecting to dark-alex.org when going to the PSN was not a planned feature, but is instead a side effect of the patch which allows M33 to update, "a bug if you want to call it that way", he said.

He then went on to explain just exactly how data from the Sony server to their site. Here's DA's explanation:

Since 5.00, the module that makes these [Sony network updated] checks is called libupdown.prx (in kd folder). This module is a library and it is used by other modules: the one responsable of the network update, and the one responsable of signing the psn store.

My error was not to realize that libupdown.prx was used for psn store too. So when going to the PSN, this module check if latest version is installed by going to the Sony server, but M33 thinks that it is using network update, and if M33 update feature is on, it redirects Sony server to dark-alex.org ones to check if there is a M33 update. In M33-3 I patched the check, the comparison of versions, but I didn't kill the connection, that's why it will still connect.

That ought to clarify things a whole lot now. Anyway, he says that as it is now considered to be a bug, then it will be treated like one. You can expect this problem patched in the next version, "whenever it is out."

If you want to read a more detailed explanation from DA himself, just follow the source link below.